+16.3%
BX vs PPG
-2.4%
+18.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.9% | -1.9% |
| 7D | -8.9% | -5.1% | -3.8% | -6.5% |
| 30D | -14.8% | -9.6% | -5.2% | -10.5% |
| 3M | +6.9% | -6.4% | +13.4% | +10.2% |
| 6M | +16.3% | +0.5% | +15.8% | +15.8% |
| All | +16.3% | -2.4% | +18.6% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling