+1,996.8%
BX vs PSLV
+109.5%
+1,887.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -5.6% | -3.5% | -2.2% | -5.1% |
| 30D | -12.2% | -2.1% | -10.1% | -12.0% |
| 3M | +7.4% | -1.6% | +9.0% | +7.5% |
| 6M | +22.2% | -25.5% | +47.7% | +26.9% |
| YTD | -14.0% | -11.4% | -2.6% | -15.2% |
| 1Y | -27.3% | +48.6% | -75.9% | -35.0% |
| 3Y | +24.5% | +166.9% | -142.3% | -0.6% |
| 5Y | +18.9% | +152.4% | -133.5% | -5.3% |
| 10Y | +665.4% | +187.8% | +477.6% | +480.1% |
| All | +1,996.8% | +109.5% | +1,887.3% | +1,457.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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