-8.5%
BX vs PNR
-31.2%
+22.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.9% | +5.2% |
| 7D | +8.3% | +11.9% | -3.6% | +4.6% |
| 30D | +13.5% | +37.1% | -23.6% | +2.3% |
| 3M | -7.6% | +5.7% | -13.3% | -9.3% |
| 6M | +4.0% | -5.7% | +9.7% | +5.0% |
| YTD | -15.2% | -29.8% | +14.6% | -2.1% |
| 1Y | -8.5% | -31.8% | +23.3% | +7.8% |
| All | -8.5% | -31.2% | +22.7% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling