+967.7%
BX vs PFG
+266.8%
+700.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | -4.4% | +5.5% | -9.9% | -7.0% |
| 30D | +0.1% | +2.4% | -2.3% | -1.3% |
| 3M | +16.0% | +13.6% | +2.4% | +8.8% |
| 6M | +21.6% | +27.9% | -6.3% | +7.8% |
| YTD | -8.9% | +35.6% | -44.4% | -21.6% |
| 1Y | -16.6% | +48.5% | -65.1% | -31.5% |
| 3Y | +43.3% | +66.9% | -23.5% | +12.2% |
| 5Y | +25.7% | +111.0% | -85.3% | -10.9% |
| 10Y | +689.5% | +244.5% | +445.0% | +318.8% |
| All | +967.7% | +266.8% | +700.9% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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