+672.8%
BX vs P
+691.2%
-18.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +3.7% | -13.3% | +17.0% | +7.1% |
| 30D | +8.2% | -34.0% | +42.2% | +18.9% |
| 3M | -12.7% | +4.1% | -16.8% | -16.1% |
| 6M | +1.0% | +30.5% | -29.5% | -10.9% |
| YTD | -17.2% | +52.2% | -69.4% | -31.0% |
| 1Y | -11.6% | +10.3% | -21.9% | -21.1% |
| 3Y | +36.8% | +180.9% | -144.1% | -16.8% |
| 5Y | +4.8% | +259.7% | -254.9% | -42.2% |
| 10Y | +672.8% | +652.6% | +20.2% | +231.6% |
| All | +672.8% | +691.2% | -18.4% | +231.6% |
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