+870.1%
BX vs PCG
-55.7%
+925.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +3.7% | -0.5% | +4.1% | +3.8% |
| 30D | +8.2% | +0.8% | +7.5% | +8.1% |
| 3M | -12.7% | -22.0% | +9.4% | -9.5% |
| 6M | +1.0% | -17.1% | +18.1% | +3.3% |
| YTD | -17.2% | -16.9% | -0.4% | -15.5% |
| 1Y | -11.6% | -19.1% | +7.5% | -9.4% |
| 3Y | +36.8% | -19.4% | +56.2% | +39.8% |
| 5Y | +4.8% | +9.0% | -4.2% | +1.8% |
| 10Y | +672.8% | -76.2% | +749.0% | +899.9% |
| All | +870.1% | -55.7% | +925.8% | +673.3% |
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 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