+668.7%
BX vs P
+694.3%
-25.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.4% | -2.6% |
| 7D | -5.7% | +5.0% | -10.7% | -6.9% |
| 30D | -8.9% | -0.9% | -7.9% | -9.3% |
| 3M | +8.4% | +38.7% | -30.3% | -2.5% |
| 6M | +18.9% | +54.4% | -35.5% | +1.9% |
| YTD | -13.6% | +44.8% | -58.5% | -25.3% |
| 1Y | -22.4% | +22.5% | -45.0% | -31.8% |
| 3Y | +26.0% | +148.2% | -122.2% | -18.2% |
| 5Y | +18.8% | +268.9% | -250.1% | -33.1% |
| 10Y | +668.7% | +696.9% | -28.1% | +245.1% |
| All | +668.7% | +694.3% | -25.5% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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