+635.8%
BX vs P
+652.0%
-16.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.9% |
| 7D | +0.6% | +11.6% | -11.0% | -2.3% |
| 30D | +14.2% | -23.7% | +37.9% | +20.8% |
| 3M | -18.7% | -8.0% | -10.8% | -19.2% |
| 6M | +2.5% | +27.9% | -25.4% | -8.7% |
| YTD | -18.8% | +61.2% | -80.0% | -33.3% |
| 1Y | -10.3% | +28.6% | -38.9% | -23.4% |
| 3Y | +35.4% | +200.5% | -165.1% | -19.1% |
| 5Y | +0.3% | +282.9% | -282.7% | -45.7% |
| All | +635.8% | +652.0% | -16.2% | +209.4% |
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