+866.0%
BX vs PTC
+861.0%
+5.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -2.8% | +0.5% | -3.3% | -3.1% |
| 30D | +7.3% | +0.9% | +6.4% | +6.8% |
| 3M | -16.3% | +30.4% | -46.7% | -30.2% |
| 6M | +2.5% | +34.4% | -31.9% | -17.3% |
| YTD | -17.6% | +12.6% | -30.2% | -27.4% |
| 1Y | -12.4% | +10.2% | -22.6% | -21.9% |
| 3Y | +36.2% | +29.4% | +6.8% | +8.9% |
| 5Y | +3.0% | +63.7% | -60.7% | -27.6% |
| 10Y | +680.0% | +316.9% | +363.1% | +185.4% |
| All | +866.0% | +861.0% | +5.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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