+568.5%
BX vs PR
+152.6%
+416.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.5% |
| 7D | +1.8% | -16.4% | +18.2% | +3.6% |
| 30D | +7.9% | -1.9% | +9.8% | +7.9% |
| 3M | -9.6% | +8.0% | -17.6% | -10.6% |
| 6M | -2.3% | +4.1% | -6.4% | -3.2% |
| YTD | -19.3% | +58.7% | -78.0% | -23.8% |
| 1Y | -13.2% | +75.8% | -89.1% | -19.0% |
| 3Y | +33.8% | +73.2% | -39.4% | +24.6% |
| 5Y | 0.0% | +230.1% | -230.1% | -13.4% |
| 10Y | +685.4% | +67.4% | +618.0% | +603.3% |
| All | +568.5% | +152.6% | +416.0% | +513.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling