+326.7%
BLK vs PR
+152.6%
+174.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +2.7% | -16.4% | +19.1% | +3.9% |
| 30D | +10.2% | -1.9% | +12.1% | +10.2% |
| 3M | +4.9% | +8.0% | -3.0% | +4.2% |
| 6M | +11.0% | +4.1% | +6.9% | +10.3% |
| YTD | +11.9% | +58.7% | -46.7% | +7.8% |
| 1Y | +12.6% | +75.8% | -63.2% | +7.6% |
| 3Y | +92.9% | +73.2% | +19.8% | +83.5% |
| 5Y | +39.3% | +230.1% | -190.8% | +25.9% |
| 10Y | +335.9% | +67.4% | +268.6% | +323.6% |
| All | +326.7% | +152.6% | +174.1% | +317.9% |
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