+24.5%
BX vs PPG
-17.4%
+41.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.0% | +2.2% |
| 7D | -5.6% | -6.2% | +0.6% | -1.6% |
| 30D | -12.2% | -7.9% | -4.3% | -7.4% |
| 3M | +7.4% | -10.2% | +17.6% | +14.6% |
| 6M | +22.2% | +2.7% | +19.5% | +18.3% |
| YTD | -14.0% | +4.9% | -18.9% | -19.2% |
| 1Y | -27.3% | -3.2% | -24.1% | -27.6% |
| 3Y | +24.5% | -17.0% | +41.5% | +32.2% |
| All | +24.5% | -17.4% | +41.9% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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