+68.3%
BX vs PCOR
-9.0%
+77.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.2% |
| 7D | +3.3% | +22.2% | -18.9% | -5.2% |
| 30D | +9.6% | +36.0% | -26.5% | -3.7% |
| 3M | -8.7% | +34.0% | -42.7% | -19.7% |
| 6M | +2.2% | +43.5% | -41.3% | -14.0% |
| YTD | -16.2% | +5.1% | -21.3% | -21.1% |
| 1Y | -11.5% | -3.9% | -7.5% | -13.3% |
| 3Y | +41.0% | +52.9% | -11.9% | +8.6% |
| 5Y | +1.1% | -18.7% | +19.7% | -12.3% |
| All | +68.3% | -9.0% | +77.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling