+967.7%
BX vs PCG
-52.3%
+1,020.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.5% |
| 7D | -4.4% | -13.9% | +9.5% | -2.5% |
| 30D | +0.1% | -16.9% | +16.9% | +2.6% |
| 3M | +16.0% | -14.7% | +30.8% | +18.3% |
| 6M | +21.6% | -23.8% | +45.4% | +26.3% |
| YTD | -8.9% | -10.5% | +1.6% | -8.2% |
| 1Y | -16.6% | -5.1% | -11.5% | -16.9% |
| 3Y | +43.3% | -11.6% | +54.9% | +44.3% |
| 5Y | +25.7% | +59.0% | -33.3% | +15.2% |
| 10Y | +689.5% | -75.7% | +765.2% | +942.3% |
| All | +967.7% | -52.3% | +1,020.0% | +741.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling