+33.8%
BX vs PCG
-21.6%
+55.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | +1.8% | -1.6% | +3.4% | +2.2% |
| 30D | +7.9% | +1.4% | +6.5% | +7.4% |
| 3M | -9.6% | -23.4% | +13.8% | -4.0% |
| 6M | -2.3% | -19.4% | +17.1% | +1.3% |
| YTD | -19.3% | -18.5% | -0.8% | -17.5% |
| 1Y | -13.2% | -19.5% | +6.3% | -11.0% |
| 3Y | +33.8% | -21.0% | +54.8% | +36.4% |
| All | +33.8% | -21.6% | +55.4% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling