-10.3%
BX vs PR
+78.8%
-89.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.6% |
| 7D | +0.6% | +6.0% | -5.4% | +1.5% |
| 30D | +14.2% | -4.2% | +18.4% | +13.5% |
| 3M | -18.7% | +10.0% | -28.7% | -17.8% |
| 6M | +2.5% | +15.6% | -13.1% | +4.5% |
| YTD | -18.8% | +68.2% | -87.0% | -24.3% |
| 1Y | -10.3% | +79.2% | -89.5% | -19.8% |
| All | -10.3% | +78.8% | -89.1% | -19.8% |
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 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