+967.7%
BX vs PH
+1,900.9%
-933.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.4% | -3.1% | -1.3% | -2.2% |
| 30D | +0.1% | -3.2% | +3.3% | +1.8% |
| 3M | +16.0% | +10.6% | +5.4% | +7.1% |
| 6M | +21.6% | -2.1% | +23.8% | +21.2% |
| YTD | -8.9% | +10.2% | -19.1% | -16.8% |
| 1Y | -16.6% | +28.2% | -44.8% | -32.2% |
| 3Y | +43.3% | +134.9% | -91.6% | -25.6% |
| 5Y | +25.7% | +253.6% | -227.9% | -51.0% |
| 10Y | +689.5% | +804.7% | -115.2% | +33.8% |
| All | +967.7% | +1,900.9% | -933.2% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling