-14.5%
BX vs P
+24.7%
-39.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.4% | -6.2% | -3.1% |
| 7D | -1.1% | +17.8% | -18.9% | -2.1% |
| 30D | +8.8% | -29.9% | +38.7% | +11.2% |
| 3M | -18.3% | -1.2% | -17.1% | -19.0% |
| 6M | -1.5% | +32.1% | -33.6% | -5.1% |
| YTD | -19.9% | +64.3% | -84.2% | -24.2% |
| 1Y | -14.5% | +24.3% | -38.8% | -20.0% |
| All | -14.5% | +24.7% | -39.2% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling