+674.8%
BX vs PPL
+62.0%
+612.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +7.9% | +5.4% | +2.4% | +4.9% |
| 3M | -9.6% | +4.3% | -13.9% | -11.7% |
| 6M | -2.3% | -1.3% | -0.9% | -2.0% |
| YTD | -19.3% | +4.7% | -24.0% | -22.1% |
| 1Y | -13.2% | +1.3% | -14.5% | -14.9% |
| 3Y | +33.8% | +57.2% | -23.4% | +1.3% |
| 5Y | 0.0% | +48.2% | -48.2% | -21.6% |
| All | +674.8% | +62.0% | +612.8% | +449.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling