+35.4%
BX vs PCAR
+35.4%
0.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.2% |
| 7D | +0.6% | +4.9% | -4.4% | -2.1% |
| 30D | +14.2% | -1.4% | +15.7% | +15.1% |
| 3M | -18.7% | -18.1% | -0.6% | -9.3% |
| 6M | +2.5% | -4.0% | +6.5% | +4.1% |
| YTD | -18.8% | -1.5% | -17.3% | -19.9% |
| 1Y | -10.3% | +13.2% | -23.5% | -19.1% |
| 3Y | +35.4% | +35.8% | -0.4% | +2.4% |
| All | +35.4% | +35.4% | 0.0% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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