+679.5%
BX vs PPL
+55.2%
+624.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.0% | +1.8% | -3.7% | -2.9% |
| 30D | -2.3% | -1.1% | -1.2% | -1.9% |
| 3M | +18.5% | 0.0% | +18.5% | +18.1% |
| 6M | +23.7% | -7.6% | +31.3% | +28.1% |
| YTD | -10.4% | +1.7% | -12.1% | -12.1% |
| 1Y | -19.6% | +1.5% | -21.1% | -21.2% |
| 3Y | +30.8% | +55.3% | -24.5% | -0.3% |
| 5Y | +24.3% | +37.7% | -13.4% | +1.4% |
| 10Y | +679.5% | +54.0% | +625.5% | +467.2% |
| All | +679.5% | +55.2% | +624.3% | +467.2% |
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