+838.5%
BX vs PH
+1,891.3%
-1,052.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.8% |
| 7D | -1.1% | +7.4% | -8.4% | -5.9% |
| 30D | +8.8% | +0.5% | +8.3% | +7.3% |
| 3M | -18.3% | -10.2% | -8.0% | -12.8% |
| 6M | -1.5% | +8.9% | -10.4% | -9.1% |
| YTD | -19.9% | +9.7% | -29.6% | -27.4% |
| 1Y | -14.5% | +12.8% | -27.3% | -24.1% |
| 3Y | +32.3% | +134.6% | -102.3% | -31.6% |
| 5Y | -1.1% | +204.5% | -205.6% | -57.5% |
| 10Y | +657.8% | +697.5% | -39.7% | +40.9% |
| All | +838.5% | +1,891.3% | -1,052.8% | -37.2% |
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