+680.0%
BX vs PR
+72.8%
+607.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.7% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | +7.3% | -4.6% | +11.9% | +7.6% |
| 3M | -16.3% | +4.7% | -21.0% | -17.0% |
| 6M | +2.5% | +12.4% | -10.0% | +0.7% |
| YTD | -17.6% | +62.9% | -80.4% | -22.5% |
| 1Y | -12.4% | +70.6% | -82.9% | -18.0% |
| 3Y | +36.2% | +90.0% | -53.8% | +25.6% |
| 5Y | +3.0% | +255.5% | -252.5% | -11.5% |
| 10Y | +680.0% | +78.7% | +601.3% | +657.7% |
| All | +680.0% | +72.8% | +607.2% | +657.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling