+661.1%
BX vs PH
+820.2%
-159.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +1.4% |
| 7D | -5.6% | -1.3% | -4.3% | -4.8% |
| 30D | -12.2% | -11.0% | -1.3% | -5.6% |
| 3M | +7.4% | +5.5% | +1.9% | +3.1% |
| 6M | +22.2% | +1.5% | +20.7% | +19.2% |
| YTD | -14.0% | +8.8% | -22.8% | -20.0% |
| 1Y | -27.3% | +24.5% | -51.8% | -38.4% |
| 3Y | +24.5% | +141.2% | -116.6% | -31.3% |
| 5Y | +18.9% | +256.3% | -237.4% | -48.3% |
| All | +661.1% | +820.2% | -159.1% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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