-8.5%
BX vs PCG
-14.1%
+5.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.2% |
| 7D | +8.3% | +1.9% | +6.4% | +8.3% |
| 30D | +13.5% | +8.5% | +5.0% | +13.3% |
| 3M | -7.6% | -22.9% | +15.3% | -7.0% |
| 6M | +4.0% | -16.8% | +20.8% | +4.1% |
| YTD | -15.2% | -15.8% | +0.6% | -16.4% |
| 1Y | -8.5% | -16.0% | +7.5% | -9.9% |
| All | -8.5% | -14.1% | +5.6% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling