+18.4%
BX vs PNR
-21.7%
+40.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +2.7% |
| 7D | -5.6% | -6.0% | +0.4% | -1.0% |
| 30D | -12.2% | -14.0% | +1.7% | -1.7% |
| 3M | +7.4% | -21.7% | +29.1% | +25.9% |
| 6M | +22.2% | -37.3% | +59.4% | +69.5% |
| YTD | -14.0% | -45.1% | +31.1% | +33.0% |
| 1Y | -27.3% | -49.1% | +21.8% | +19.8% |
| 3Y | +24.5% | -14.8% | +39.4% | +28.7% |
| All | +18.4% | -21.7% | +40.1% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling