+33.8%
BX vs PL
+455.3%
-421.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.6% | -1.4% |
| 7D | +1.8% | -6.8% | +8.6% | +2.4% |
| 30D | +7.9% | -29.3% | +37.2% | +11.8% |
| 3M | -9.6% | -44.8% | +35.2% | -3.9% |
| 6M | -2.3% | -68.4% | +66.1% | +9.1% |
| YTD | -19.3% | -36.4% | +17.1% | -19.3% |
| 1Y | -13.2% | +0.7% | -14.0% | -19.6% |
| 3Y | +33.8% | +455.3% | -421.5% | -18.6% |
| All | +33.8% | +455.3% | -421.5% | -18.6% |
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