+24.5%
BX vs PSX
+133.1%
-108.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -5.6% | +1.7% | -7.3% | -6.1% |
| 30D | -12.2% | +15.6% | -27.9% | -16.2% |
| 3M | +7.4% | +46.5% | -39.1% | -5.5% |
| 6M | +22.2% | +55.0% | -32.8% | +4.0% |
| YTD | -14.0% | +105.3% | -119.3% | -35.7% |
| 1Y | -27.3% | +101.6% | -128.9% | -45.7% |
| 3Y | +24.5% | +134.1% | -109.6% | -20.9% |
| All | +24.5% | +133.1% | -108.5% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling