+36.8%
BX vs PL
+570.0%
-533.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +3.7% | +5.6% | -2.0% | +2.8% |
| 30D | +8.2% | -16.9% | +25.2% | +10.1% |
| 3M | -12.7% | -38.2% | +25.5% | -8.4% |
| 6M | +1.0% | -63.4% | +64.4% | +10.9% |
| YTD | -17.2% | -27.6% | +10.4% | -18.5% |
| 1Y | -11.6% | +6.6% | -18.2% | -18.4% |
| 3Y | +36.8% | +557.6% | -520.9% | -18.4% |
| All | +36.8% | +570.0% | -533.2% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling