-2.8%
BLK vs PH
+25.3%
-28.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.0% |
| 7D | -3.3% | -1.3% | -2.0% | -2.8% |
| 30D | -6.5% | -11.0% | +4.5% | -2.6% |
| 3M | +6.7% | +5.5% | +1.2% | +3.8% |
| 6M | +14.7% | +1.5% | +13.3% | +12.7% |
| YTD | +2.5% | +8.8% | -6.2% | -1.0% |
| 1Y | -2.8% | +24.5% | -27.3% | -8.8% |
| All | -2.8% | +25.3% | -28.1% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling