+642.7%
BX vs PFGC
+294.6%
+348.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.4% |
| 7D | -8.9% | -4.8% | -4.1% | -7.5% |
| 30D | -14.8% | -17.2% | +2.4% | -9.8% |
| 3M | +6.9% | -6.3% | +13.3% | +8.7% |
| 6M | +16.3% | +8.8% | +7.4% | +12.6% |
| YTD | -16.1% | +4.9% | -21.0% | -18.2% |
| 1Y | -26.8% | -9.5% | -17.3% | -25.4% |
| 3Y | +22.4% | +59.6% | -37.2% | +5.5% |
| 5Y | +16.0% | +113.5% | -97.5% | -7.9% |
| All | +642.7% | +294.6% | +348.1% | +421.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling