+30.8%
BX vs PH
+141.1%
-110.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.2% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | -2.3% | -10.8% | +8.5% | +5.0% |
| 3M | +18.5% | +8.5% | +10.1% | +11.3% |
| 6M | +23.7% | +3.9% | +19.8% | +18.2% |
| YTD | -10.4% | +9.4% | -19.8% | -17.7% |
| 1Y | -19.6% | +26.8% | -46.3% | -34.3% |
| 3Y | +30.8% | +140.8% | -110.0% | -30.4% |
| All | +30.8% | +141.1% | -110.3% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling