+286.8%
BLK vs PR
+88.5%
+198.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.4% |
| 30D | -3.1% | +17.4% | -20.5% | -4.2% |
| 3M | +10.7% | +21.8% | -11.1% | +9.0% |
| 6M | +15.9% | +27.6% | -11.7% | +13.6% |
| YTD | +4.0% | +71.4% | -67.4% | -0.3% |
| 1Y | +1.3% | +78.3% | -77.1% | -3.3% |
| 3Y | +69.6% | +85.5% | -15.9% | +60.5% |
| 5Y | +33.8% | +422.7% | -388.9% | +18.1% |
| All | +286.8% | +88.5% | +198.2% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling