+65.5%
BX vs PCOR
-7.7%
+73.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.1% |
| 7D | -2.8% | +2.5% | -5.4% | -3.8% |
| 30D | +7.3% | +37.9% | -30.6% | -6.2% |
| 3M | -16.3% | +32.0% | -48.3% | -26.0% |
| 6M | +2.5% | +54.7% | -52.2% | -16.4% |
| YTD | -17.6% | +6.6% | -24.2% | -22.8% |
| 1Y | -12.4% | -1.7% | -10.7% | -15.0% |
| 3Y | +36.2% | +49.0% | -12.8% | +6.0% |
| 5Y | +3.0% | -12.5% | +15.5% | -12.2% |
| All | +65.5% | -7.7% | +73.3% | +42.6% |
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