+773.5%
PM vs BLK
+900.1%
-126.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.7% |
| 7D | -1.3% | -2.4% | +1.1% | -0.7% |
| 30D | -2.6% | -3.1% | +0.6% | -1.7% |
| 3M | +5.8% | +10.7% | -4.9% | +2.6% |
| 6M | +10.6% | +15.9% | -5.3% | +5.6% |
| YTD | +17.2% | +4.0% | +13.1% | +15.0% |
| 1Y | +17.6% | +1.3% | +16.4% | +16.1% |
| 3Y | +124.3% | +69.6% | +54.7% | +88.3% |
| 5Y | +125.1% | +33.8% | +91.3% | +98.3% |
| 10Y | +198.6% | +276.2% | -77.5% | +91.3% |
| All | +773.5% | +900.1% | -126.6% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling