+24.5%
BX vs PNR
-14.5%
+39.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.6% |
| 7D | -5.6% | -6.0% | +0.4% | -1.8% |
| 30D | -12.2% | -14.0% | +1.7% | -3.4% |
| 3M | +7.4% | -21.7% | +29.1% | +22.7% |
| 6M | +22.2% | -37.3% | +59.4% | +62.2% |
| YTD | -14.0% | -45.1% | +31.1% | +26.3% |
| 1Y | -27.3% | -49.1% | +21.8% | +13.4% |
| 3Y | +24.5% | -14.8% | +39.4% | +29.0% |
| All | +24.5% | -14.5% | +39.0% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling