-16.6%
BX vs PSX
+101.0%
-117.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -4.4% | +4.5% | -8.9% | -4.1% |
| 30D | +0.1% | +26.6% | -26.5% | +1.9% |
| 3M | +16.0% | +39.3% | -23.2% | +18.9% |
| 6M | +21.6% | +56.8% | -35.2% | +24.0% |
| YTD | -8.9% | +101.8% | -110.7% | -8.9% |
| 1Y | -16.6% | +99.6% | -116.2% | -17.1% |
| All | -16.6% | +101.0% | -117.7% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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