+318.3%
BLK vs PR
+86.0%
+232.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | +3.7% | +6.0% | -2.2% | +3.3% |
| 30D | +13.9% | -4.2% | +18.1% | +14.1% |
| 3M | +3.9% | +10.0% | -6.0% | +3.1% |
| 6M | +13.0% | +15.6% | -2.6% | +11.5% |
| YTD | +16.1% | +68.2% | -52.1% | +11.3% |
| 1Y | +16.8% | +79.2% | -62.4% | +11.4% |
| 3Y | +97.7% | +94.9% | +2.8% | +86.4% |
| 5Y | +42.1% | +272.8% | -230.7% | +27.3% |
| All | +318.3% | +86.0% | +232.3% | +317.3% |
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