+625.7%
BX vs PR
+83.7%
+542.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.9% | -3.1% |
| 7D | -1.1% | +6.7% | -7.8% | -1.7% |
| 30D | +8.8% | -6.1% | +15.0% | +9.3% |
| 3M | -18.3% | +6.9% | -25.1% | -19.1% |
| 6M | -1.5% | +14.6% | -16.1% | -3.5% |
| YTD | -19.9% | +66.1% | -86.1% | -24.8% |
| 1Y | -14.5% | +77.0% | -91.5% | -20.3% |
| 3Y | +32.3% | +93.8% | -61.5% | +21.8% |
| 5Y | -1.1% | +268.2% | -269.4% | -15.3% |
| All | +625.7% | +83.7% | +542.0% | +598.8% |
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