+36.9%
BX vs PCG
-12.4%
+49.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.8% |
| 7D | -4.4% | -13.9% | +9.5% | -1.1% |
| 30D | +0.1% | -16.9% | +16.9% | +4.5% |
| 3M | +16.0% | -14.7% | +30.8% | +19.6% |
| 6M | +21.6% | -23.8% | +45.4% | +30.8% |
| YTD | -8.9% | -10.5% | +1.6% | -9.0% |
| 1Y | -16.6% | -5.1% | -11.5% | -19.3% |
| All | +36.9% | -12.4% | +49.3% | +31.4% |
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