+275.1%
BLK vs PTC
+205.0%
+70.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.0% |
| 7D | -3.3% | -7.3% | +4.0% | -0.5% |
| 30D | -6.5% | -11.6% | +5.1% | -2.2% |
| 3M | +6.7% | +10.5% | -3.7% | +1.7% |
| 6M | +14.7% | -17.8% | +32.5% | +21.8% |
| YTD | +2.5% | -24.9% | +27.5% | +12.6% |
| 1Y | -2.8% | -36.8% | +34.1% | +14.4% |
| 3Y | +65.9% | -8.7% | +74.6% | +63.4% |
| 5Y | +33.0% | +4.1% | +28.9% | +21.7% |
| All | +275.1% | +205.0% | +70.1% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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