+950.6%
BX vs PNC
+476.6%
+474.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.0% |
| 7D | -2.0% | +2.3% | -4.3% | -3.2% |
| 30D | -2.3% | -3.8% | +1.5% | -0.3% |
| 3M | +18.5% | +7.8% | +10.7% | +13.6% |
| 6M | +23.7% | +19.7% | +4.0% | +12.2% |
| YTD | -10.4% | +19.1% | -29.5% | -18.6% |
| 1Y | -19.6% | +23.1% | -42.7% | -28.2% |
| 3Y | +30.8% | +132.1% | -101.3% | -16.0% |
| 5Y | +24.3% | +52.2% | -27.9% | +0.1% |
| 10Y | +679.5% | +271.4% | +408.1% | +284.1% |
| All | +950.6% | +476.6% | +474.0% | +287.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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