+654.5%
BX vs PR
+169.5%
+485.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -4.4% | +2.9% | -7.3% | -4.7% |
| 30D | +0.1% | +18.0% | -18.0% | -1.7% |
| 3M | +16.0% | +16.9% | -0.8% | +13.9% |
| 6M | +21.6% | +28.2% | -6.6% | +17.9% |
| YTD | -8.9% | +69.3% | -78.2% | -14.4% |
| 1Y | -16.6% | +69.5% | -86.1% | -21.8% |
| 3Y | +43.3% | +81.7% | -38.4% | +32.9% |
| 5Y | +25.7% | +422.2% | -396.6% | +5.5% |
| 10Y | +689.5% | +110.4% | +579.1% | +611.3% |
| All | +654.5% | +169.5% | +485.0% | +589.1% |
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