+883.5%
BX vs PNR
+205.2%
+678.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.5% | -1.8% |
| 7D | -8.9% | -5.5% | -3.4% | -5.0% |
| 30D | -14.8% | -15.6% | +0.8% | -3.5% |
| 3M | +6.9% | -20.2% | +27.1% | +23.3% |
| 6M | +16.3% | -36.6% | +52.9% | +57.5% |
| YTD | -16.1% | -45.0% | +28.9% | +26.0% |
| 1Y | -26.8% | -47.4% | +20.7% | +13.6% |
| 3Y | +22.4% | -13.7% | +36.1% | +29.9% |
| 5Y | +16.0% | -20.8% | +36.8% | +30.6% |
| 10Y | +646.9% | +65.2% | +581.8% | +339.0% |
| All | +883.5% | +205.2% | +678.3% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling