+13,071.1%
BLK vs PTC
+294.8%
+12,776.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -0.7% |
| 7D | -2.4% | -12.8% | +10.4% | +0.5% |
| 30D | -3.1% | -9.8% | +6.7% | -1.0% |
| 3M | +10.7% | -2.1% | +12.7% | +10.5% |
| 6M | +15.9% | -18.1% | +34.0% | +19.9% |
| YTD | +4.0% | -23.5% | +27.5% | +9.2% |
| 1Y | +1.3% | -37.4% | +38.6% | +11.0% |
| 3Y | +69.6% | -7.2% | +76.8% | +69.2% |
| 5Y | +33.8% | +2.7% | +31.1% | +29.8% |
| 10Y | +276.2% | +203.4% | +72.7% | +187.5% |
| All | +13,071.1% | +294.8% | +12,776.3% | +7,234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling