+275.1%
BLK vs PH
+820.2%
-545.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | -3.3% | -1.3% | -2.0% | -2.6% |
| 30D | -6.5% | -11.0% | +4.5% | -0.2% |
| 3M | +6.7% | +5.5% | +1.2% | +2.9% |
| 6M | +14.7% | +1.5% | +13.3% | +12.5% |
| YTD | +2.5% | +8.8% | -6.2% | -3.5% |
| 1Y | -2.8% | +24.5% | -27.3% | -15.7% |
| 3Y | +65.9% | +141.2% | -75.3% | -4.9% |
| 5Y | +33.0% | +256.3% | -223.3% | -40.4% |
| All | +275.1% | +820.2% | -545.1% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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