+635.8%
BX vs PCG
-76.0%
+711.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.1% |
| 7D | +0.6% | +2.2% | -1.6% | +0.3% |
| 30D | +14.2% | +0.8% | +13.5% | +14.1% |
| 3M | -18.7% | -23.8% | +5.1% | -16.5% |
| 6M | +2.5% | -19.6% | +22.1% | +4.5% |
| YTD | -18.8% | -16.7% | -2.1% | -17.7% |
| 1Y | -10.3% | -19.4% | +9.1% | -8.7% |
| 3Y | +35.4% | -18.3% | +53.7% | +37.4% |
| 5Y | +0.3% | +10.4% | -10.2% | -1.4% |
| All | +635.8% | -76.0% | +711.8% | +667.5% |
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