+16.0%
BX vs PSX
+357.6%
-341.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -2.0% | -2.6% |
| 7D | -8.9% | +1.5% | -10.4% | -9.4% |
| 30D | -14.8% | +15.8% | -30.6% | -18.9% |
| 3M | +6.9% | +43.0% | -36.1% | -5.7% |
| 6M | +16.3% | +61.1% | -44.8% | -3.0% |
| YTD | -16.1% | +104.5% | -120.6% | -36.5% |
| 1Y | -26.8% | +102.5% | -129.3% | -44.7% |
| 3Y | +22.4% | +133.5% | -111.0% | -15.1% |
| 5Y | +16.0% | +367.0% | -350.9% | -35.1% |
| All | +16.0% | +357.6% | -341.6% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling