+491.3%
BX vs P
+469.1%
+22.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.1% |
| 7D | +1.8% | -23.8% | +25.6% | +8.1% |
| 30D | +7.9% | -36.6% | +44.5% | +19.2% |
| 3M | -9.6% | +10.9% | -20.5% | -14.5% |
| 6M | -2.3% | +30.0% | -32.2% | -13.2% |
| YTD | -19.3% | +44.4% | -63.7% | -31.1% |
| 1Y | -13.2% | +3.9% | -17.2% | -20.9% |
| 3Y | +33.8% | +176.6% | -142.8% | -15.3% |
| 5Y | 0.0% | +249.3% | -249.3% | -41.8% |
| 10Y | +685.4% | +726.9% | -41.6% | +252.8% |
| All | +491.3% | +469.1% | +22.2% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling