-2.3%
BX vs PL
-66.1%
+63.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.6% | -1.1% |
| 7D | +1.8% | -6.8% | +8.6% | +2.2% |
| 30D | +7.9% | -29.3% | +37.2% | +10.9% |
| 3M | -9.6% | -44.8% | +35.2% | -5.3% |
| 6M | -2.3% | -68.4% | +66.1% | +5.9% |
| All | -2.3% | -66.1% | +63.8% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling