+661.1%
BX vs PBF
+374.8%
+286.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.2% |
| 7D | -5.6% | +5.3% | -10.9% | -6.4% |
| 30D | -12.2% | +11.7% | -24.0% | -13.9% |
| 3M | +7.4% | +91.1% | -83.7% | -3.9% |
| 6M | +22.2% | +88.4% | -66.3% | +8.2% |
| YTD | -14.0% | +194.1% | -208.1% | -30.0% |
| 1Y | -27.3% | +180.4% | -207.7% | -41.0% |
| 3Y | +24.5% | +59.3% | -34.8% | +7.0% |
| 5Y | +18.9% | +816.3% | -797.4% | -28.8% |
| All | +661.1% | +374.8% | +286.2% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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