-27.3%
BX vs PSX
+103.3%
-130.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | -5.6% | +1.7% | -7.3% | -5.5% |
| 30D | -12.2% | +15.6% | -27.9% | -11.3% |
| 3M | +7.4% | +46.5% | -39.1% | +10.3% |
| 6M | +22.2% | +55.0% | -32.8% | +24.7% |
| YTD | -14.0% | +105.3% | -119.3% | -14.4% |
| 1Y | -27.3% | +101.6% | -128.9% | -28.5% |
| All | -27.3% | +103.3% | -130.5% | -28.5% |
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