+668.7%
BX vs PCG
-76.0%
+744.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.3% | +0.6% | -3.2% |
| 7D | -5.7% | +6.5% | -12.1% | -6.4% |
| 30D | -8.9% | -16.7% | +7.8% | -7.3% |
| 3M | +8.4% | -14.2% | +22.6% | +9.8% |
| 6M | +18.9% | -21.5% | +40.4% | +21.6% |
| YTD | -13.6% | -11.2% | -2.4% | -13.1% |
| 1Y | -22.4% | -4.2% | -18.2% | -22.7% |
| 3Y | +26.0% | -14.9% | +40.9% | +27.3% |
| 5Y | +18.8% | +54.2% | -35.5% | +13.3% |
| 10Y | +668.7% | -75.3% | +744.1% | +694.2% |
| All | +668.7% | -76.0% | +744.8% | +694.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling