+71.7%
BX vs PL
+45.6%
+26.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +3.7% | +5.6% | -2.0% | +2.5% |
| 30D | +8.2% | -16.9% | +25.2% | +10.7% |
| 3M | -12.7% | -38.2% | +25.5% | -6.8% |
| 6M | +1.0% | -63.4% | +64.4% | +14.6% |
| YTD | -17.2% | -27.6% | +10.4% | -18.8% |
| 1Y | -11.6% | +6.6% | -18.2% | -20.4% |
| 3Y | +36.8% | +557.6% | -520.9% | -26.9% |
| 5Y | +4.8% | +39.5% | -34.7% | -34.8% |
| All | +71.7% | +45.6% | +26.1% | +5.8% |
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