+62.1%
BX vs PCOR
-10.3%
+72.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +1.8% | +22.7% | -20.9% | -6.8% |
| 30D | +7.9% | +37.5% | -29.6% | -5.6% |
| 3M | -9.6% | +35.2% | -44.8% | -20.8% |
| 6M | -2.3% | +42.2% | -44.5% | -17.5% |
| YTD | -19.3% | +3.6% | -22.8% | -23.5% |
| 1Y | -13.2% | -4.8% | -8.5% | -14.8% |
| 3Y | +33.8% | +48.3% | -14.6% | +4.2% |
| 5Y | 0.0% | -20.1% | +20.1% | -12.7% |
| All | +62.1% | -10.3% | +72.5% | +41.3% |
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