-10.5%
BX vs PCOR
-4.3%
-6.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.4% |
| 7D | +3.3% | +22.2% | -18.9% | -2.4% |
| 30D | +9.6% | +36.0% | -26.5% | +0.7% |
| 3M | -8.7% | +34.0% | -42.7% | -15.8% |
| 6M | +2.2% | +43.5% | -41.3% | -7.4% |
| YTD | -16.2% | +5.1% | -21.3% | -17.1% |
| All | -10.5% | -4.3% | -6.2% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling