+30.8%
BX vs PBF
+62.4%
-31.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -1.9% |
| 7D | -2.0% | +2.4% | -4.3% | -2.2% |
| 30D | -2.3% | +24.9% | -27.2% | -4.4% |
| 3M | +18.5% | +81.9% | -63.3% | +10.7% |
| 6M | +23.7% | +79.4% | -55.6% | +14.5% |
| YTD | -10.4% | +188.3% | -198.7% | -23.5% |
| 1Y | -19.6% | +177.3% | -196.8% | -32.2% |
| 3Y | +30.8% | +56.0% | -25.2% | +9.3% |
| All | +30.8% | +62.4% | -31.6% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling