+89.0%
BX vs PL
+84.9%
+4.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.9% |
| 7D | -4.4% | -9.3% | +4.9% | -3.0% |
| 30D | +0.1% | -18.9% | +19.0% | +3.2% |
| 3M | +16.0% | -58.4% | +74.4% | +30.6% |
| 6M | +21.6% | -30.3% | +51.9% | +22.7% |
| YTD | -8.9% | -8.1% | -0.8% | -13.2% |
| 1Y | -16.6% | +180.5% | -197.1% | -38.2% |
| 3Y | +43.3% | +444.1% | -400.8% | -18.2% |
| 5Y | +25.7% | +83.0% | -57.3% | -24.5% |
| All | +89.0% | +84.9% | +4.1% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling