+83.0%
BX vs PCOR
-30.9%
+113.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.1% | +0.6% |
| 7D | -4.4% | -9.0% | +4.6% | -0.7% |
| 30D | +0.1% | +4.2% | -4.1% | -1.7% |
| 3M | +16.0% | +14.4% | +1.6% | +8.5% |
| 6M | +21.6% | +0.2% | +21.4% | +18.1% |
| YTD | -8.9% | -20.3% | +11.4% | -3.2% |
| 1Y | -16.6% | -16.1% | -0.5% | -14.1% |
| 3Y | +43.3% | -14.7% | +58.0% | +40.0% |
| 5Y | +25.7% | -43.2% | +68.8% | +22.7% |
| All | +83.0% | -30.9% | +113.9% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling