+131.5%
PM vs BLK
+29.1%
+102.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.4% |
| 7D | +1.9% | -5.2% | +7.1% | +3.0% |
| 30D | +1.9% | -7.0% | +9.0% | +3.4% |
| 3M | +4.6% | +5.7% | -1.1% | +3.2% |
| 6M | +11.7% | +11.0% | +0.7% | +8.8% |
| YTD | +20.4% | +0.9% | +19.5% | +19.5% |
| 1Y | +19.0% | -1.6% | +20.6% | +18.6% |
| 3Y | +130.4% | +64.5% | +65.9% | +98.4% |
| 5Y | +131.5% | +30.9% | +100.6% | +103.9% |
| All | +131.5% | +29.1% | +102.4% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling