-8.5%
BX vs PR
+87.5%
-96.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.5% | +12.8% | +5.2% |
| 7D | +8.3% | -12.1% | +20.4% | +6.4% |
| 30D | +13.5% | +0.9% | +12.6% | +13.3% |
| 3M | -7.6% | +10.1% | -17.7% | -6.7% |
| 6M | +4.0% | +1.1% | +2.9% | +5.6% |
| YTD | -15.2% | +63.7% | -78.8% | -20.4% |
| 1Y | -8.5% | +87.0% | -95.5% | -16.7% |
| All | -8.5% | +87.5% | -96.0% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling