+62.0%
PSX vs BLK
+16.6%
+45.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | -0.3% |
| 7D | +1.8% | -2.7% | +4.5% | +0.7% |
| 30D | +21.6% | -4.8% | +26.4% | +19.3% |
| 3M | +46.5% | +6.5% | +40.0% | +51.3% |
| 6M | +62.0% | +13.1% | +48.9% | +74.7% |
| All | +62.0% | +16.6% | +45.4% | +74.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling