-23.8%
PFE vs BX
-0.1%
-23.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | +0.3% | +14.2% | -13.9% | -1.4% |
| 3M | +9.4% | -18.7% | +28.1% | +12.1% |
| 6M | +14.9% | +2.5% | +12.4% | +14.1% |
| YTD | +23.8% | -18.8% | +42.6% | +26.1% |
| 1Y | +19.5% | -10.3% | +29.8% | +20.2% |
| 3Y | +21.0% | +35.4% | -14.4% | +14.8% |
| All | -23.8% | -0.1% | -23.7% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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