+210.9%
PM vs BLK
+283.5%
-72.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | +4.7% | -3.3% | +8.0% | +5.7% |
| 30D | +2.6% | -6.5% | +9.1% | +4.7% |
| 3M | +6.6% | +6.7% | -0.2% | +4.1% |
| 6M | +16.5% | +14.7% | +1.8% | +10.9% |
| YTD | +21.2% | +2.5% | +18.6% | +19.2% |
| 1Y | +17.9% | -2.8% | +20.7% | +17.7% |
| 3Y | +129.8% | +65.9% | +64.0% | +87.2% |
| 5Y | +133.0% | +33.0% | +100.1% | +101.2% |
| All | +210.9% | +283.5% | -72.6% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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