+101.6%
PSX vs BLK
-0.2%
+101.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | +0.6% |
| 7D | +1.7% | -3.3% | +5.0% | +1.3% |
| 30D | +15.6% | -6.5% | +22.2% | +14.8% |
| 3M | +46.5% | +6.7% | +39.7% | +47.4% |
| 6M | +55.0% | +14.7% | +40.3% | +54.6% |
| YTD | +105.3% | +2.5% | +102.8% | +107.4% |
| 1Y | +101.6% | -2.8% | +104.4% | +106.1% |
| All | +101.6% | -0.2% | +101.8% | +106.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling