+635.8%
BX vs PWR
+1,844.4%
-1,208.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.7% |
| 7D | +0.6% | +11.3% | -10.7% | -4.1% |
| 30D | +14.2% | -8.9% | +23.1% | +16.5% |
| 3M | -18.7% | -10.5% | -8.2% | -17.1% |
| 6M | +2.5% | -22.2% | +24.6% | +9.7% |
| YTD | -18.8% | +42.7% | -61.6% | -37.8% |
| 1Y | -10.3% | +41.1% | -51.4% | -31.2% |
| 3Y | +35.4% | +242.7% | -207.4% | -39.7% |
| 5Y | +0.3% | +418.5% | -418.3% | -65.3% |
| All | +635.8% | +1,844.4% | -1,208.6% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling