+912.2%
BX vs PPG
+338.7%
+573.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.3% | -1.8% |
| 7D | -5.7% | -3.7% | -1.9% | -2.8% |
| 30D | -8.9% | -7.2% | -1.7% | -3.3% |
| 3M | +8.4% | -7.3% | +15.7% | +14.3% |
| 6M | +18.9% | +0.3% | +18.7% | +16.4% |
| YTD | -13.6% | +6.5% | -20.2% | -20.3% |
| 1Y | -22.4% | +0.5% | -23.0% | -25.5% |
| 3Y | +26.0% | -15.3% | +41.3% | +37.7% |
| 5Y | +18.8% | -22.9% | +41.7% | +39.4% |
| 10Y | +668.7% | +28.4% | +640.4% | +426.0% |
| All | +912.2% | +338.7% | +573.5% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling