+870.1%
BX vs PPL
+95.6%
+774.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | +3.7% | 0.0% | +3.6% | +3.6% |
| 30D | +8.2% | +4.3% | +3.9% | +5.5% |
| 3M | -12.7% | +2.9% | -15.6% | -14.4% |
| 6M | +1.0% | +1.1% | -0.1% | -0.2% |
| YTD | -17.2% | +4.5% | -21.7% | -20.4% |
| 1Y | -11.6% | +0.1% | -11.7% | -12.9% |
| 3Y | +36.8% | +55.7% | -18.9% | +0.8% |
| 5Y | +4.8% | +47.6% | -42.8% | -20.2% |
| 10Y | +672.8% | +66.8% | +606.0% | +408.7% |
| All | +870.1% | +95.6% | +774.5% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling