+304.1%
BLK vs PR
+169.5%
+134.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -3.6% | +2.9% | -6.5% | -3.8% |
| 30D | -1.0% | +18.0% | -19.0% | -2.2% |
| 3M | +10.4% | +16.9% | -6.5% | +9.0% |
| 6M | +8.2% | +28.2% | -20.0% | +6.0% |
| YTD | +6.0% | +69.3% | -63.3% | +1.8% |
| 1Y | +3.3% | +69.5% | -66.2% | -0.9% |
| 3Y | +70.3% | +81.7% | -11.4% | +61.4% |
| 5Y | +34.5% | +422.2% | -387.8% | +19.0% |
| 10Y | +281.9% | +110.4% | +171.6% | +273.6% |
| All | +304.1% | +169.5% | +134.6% | +294.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling