+37.4%
BX vs PPL
+54.3%
-16.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | -2.8% | -1.0% | -1.9% | -2.6% |
| 30D | +7.3% | +3.0% | +4.3% | +6.3% |
| 3M | -16.3% | +1.1% | -17.4% | -16.7% |
| 6M | +2.5% | -0.8% | +3.3% | +2.5% |
| YTD | -17.6% | +3.5% | -21.0% | -19.6% |
| 1Y | -12.4% | -0.9% | -11.5% | -13.0% |
| All | +37.4% | +54.3% | -16.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling