+907.8%
BX vs PBR
+203.6%
+704.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.7% |
| 7D | -5.6% | +5.4% | -11.0% | -7.2% |
| 30D | -12.2% | +22.9% | -35.1% | -18.0% |
| 3M | +7.4% | +19.6% | -12.2% | +0.6% |
| 6M | +22.2% | +16.5% | +5.7% | +14.5% |
| YTD | -14.0% | +86.7% | -100.7% | -31.1% |
| 1Y | -27.3% | +74.7% | -102.0% | -40.7% |
| 3Y | +24.5% | +102.6% | -78.0% | -5.4% |
| 5Y | +18.9% | +566.6% | -547.7% | -42.8% |
| 10Y | +665.4% | +686.1% | -20.7% | +178.7% |
| All | +907.8% | +203.6% | +704.2% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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