+23.3%
BX vs PCG
+62.1%
-38.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -3.0% |
| 7D | -2.0% | +5.4% | -7.4% | -4.1% |
| 30D | -2.3% | -15.1% | +12.8% | +2.5% |
| 3M | +18.5% | -9.8% | +28.3% | +20.6% |
| 6M | +23.7% | -18.0% | +41.7% | +31.0% |
| YTD | -10.4% | -7.2% | -3.1% | -11.1% |
| 1Y | -19.6% | +2.9% | -22.4% | -24.6% |
| 3Y | +30.8% | -11.1% | +41.9% | +29.3% |
| All | +23.3% | +62.1% | -38.8% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling