-12.0%
BX vs PL
+8.1%
-20.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +3.7% | +5.6% | -2.0% | +3.3% |
| 30D | +8.2% | -16.9% | +25.2% | +8.9% |
| 3M | -12.7% | -38.2% | +25.5% | -11.3% |
| 6M | +1.0% | -63.4% | +64.4% | +4.3% |
| YTD | -17.2% | -27.6% | +10.4% | -15.3% |
| All | -12.0% | +8.1% | -20.1% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling