+27.6%
BX vs PCOR
-43.0%
+70.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | +0.7% |
| 7D | -4.4% | -9.0% | +4.6% | -0.5% |
| 30D | +0.1% | +4.2% | -4.1% | -1.8% |
| 3M | +16.0% | +14.4% | +1.6% | +8.2% |
| 6M | +21.6% | +0.2% | +21.4% | +17.9% |
| YTD | -8.9% | -20.3% | +11.4% | -3.0% |
| 1Y | -16.6% | -16.1% | -0.5% | -14.0% |
| 3Y | +43.3% | -14.7% | +58.0% | +39.4% |
| All | +27.6% | -43.0% | +70.6% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling