+1,139.1%
PSX vs BLK
+676.9%
+462.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +1.7% |
| 7D | +1.8% | -2.7% | +4.5% | +3.2% |
| 30D | +21.6% | -4.8% | +26.4% | +24.5% |
| 3M | +46.5% | +6.5% | +40.0% | +40.1% |
| 6M | +62.0% | +13.1% | +48.9% | +47.7% |
| YTD | +106.3% | +1.8% | +104.5% | +98.0% |
| 1Y | +103.0% | -1.0% | +103.9% | +97.2% |
| 3Y | +135.5% | +66.0% | +69.6% | +67.9% |
| 5Y | +368.5% | +31.2% | +337.3% | +270.0% |
| 10Y | +386.6% | +278.5% | +108.1% | +91.1% |
| All | +1,139.1% | +676.9% | +462.2% | +168.3% |
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