+67.5%
BX vs PL
+28.1%
+39.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.6% | -1.8% |
| 7D | +1.8% | -6.8% | +8.6% | +2.6% |
| 30D | +7.9% | -29.3% | +37.2% | +13.2% |
| 3M | -9.6% | -44.8% | +35.2% | -1.8% |
| 6M | -2.3% | -68.4% | +66.1% | +13.4% |
| YTD | -19.3% | -36.4% | +17.1% | -19.2% |
| 1Y | -13.2% | +0.7% | -14.0% | -21.4% |
| 3Y | +33.8% | +455.3% | -421.5% | -26.3% |
| 5Y | 0.0% | +22.7% | -22.7% | -35.8% |
| All | +67.5% | +28.1% | +39.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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