+570.3%
BX vs PR
+147.8%
+422.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -4.1% |
| 7D | +0.3% | -16.5% | +16.8% | +2.1% |
| 30D | +6.7% | -4.5% | +11.2% | +7.0% |
| 3M | -11.1% | +8.5% | -19.6% | -12.1% |
| 6M | -0.4% | -3.3% | +2.9% | -0.7% |
| YTD | -19.1% | +55.7% | -74.8% | -23.5% |
| 1Y | -13.6% | +82.0% | -95.6% | -19.6% |
| 3Y | +30.7% | +62.5% | -31.7% | +22.5% |
| 5Y | +0.3% | +223.9% | -223.6% | -13.0% |
| 10Y | +687.5% | +64.2% | +623.3% | +606.5% |
| All | +570.3% | +147.8% | +422.5% | +516.1% |
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