-1.1%
BX vs PL
+33.5%
-34.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -2.4% |
| 7D | -1.1% | +22.3% | -23.3% | -4.2% |
| 30D | +8.8% | -8.3% | +17.1% | +9.7% |
| 3M | -18.3% | -43.3% | +25.0% | -11.7% |
| 6M | -1.5% | -65.8% | +64.3% | +13.1% |
| YTD | -19.9% | -29.5% | +9.6% | -21.2% |
| 1Y | -14.5% | +11.7% | -26.2% | -23.7% |
| 3Y | +32.3% | +540.6% | -508.3% | -28.8% |
| 5Y | -1.1% | +32.9% | -34.0% | -35.9% |
| All | -1.1% | +33.5% | -34.6% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling