+3.0%
BX vs PH
+215.8%
-212.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.0% |
| 7D | -2.8% | +6.9% | -9.7% | -7.5% |
| 30D | +7.3% | +1.7% | +5.6% | +4.8% |
| 3M | -16.3% | -8.1% | -8.2% | -11.8% |
| 6M | +2.5% | +11.5% | -9.0% | -8.1% |
| YTD | -17.6% | +11.4% | -28.9% | -27.4% |
| 1Y | -12.4% | +14.1% | -26.5% | -24.5% |
| 3Y | +36.2% | +138.2% | -102.1% | -40.5% |
| 5Y | +3.0% | +216.0% | -213.0% | -68.9% |
| All | +3.0% | +215.8% | -212.8% | -68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling