+322.5%
BLK vs PR
+72.8%
+249.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.4% | +0.2% |
| 7D | +0.2% | -0.5% | +0.6% | +0.2% |
| 30D | +13.1% | -4.6% | +17.8% | +13.4% |
| 3M | +7.3% | +4.7% | +2.6% | +6.8% |
| 6M | +14.6% | +12.4% | +2.2% | +13.3% |
| YTD | +16.5% | +62.9% | -46.4% | +11.9% |
| 1Y | +15.4% | +70.6% | -55.2% | +10.4% |
| 3Y | +97.2% | +90.0% | +7.1% | +86.2% |
| 5Y | +43.4% | +255.5% | -212.1% | +28.8% |
| 10Y | +322.5% | +78.7% | +243.7% | +322.5% |
| All | +322.5% | +72.8% | +249.7% | +322.5% |
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