+182.7%
PFE vs BX
+815.3%
-632.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +9.4% | -18.7% | +28.1% | +13.2% |
| 6M | +14.9% | +2.5% | +12.4% | +13.8% |
| YTD | +23.8% | -18.8% | +42.6% | +27.2% |
| 1Y | +19.5% | -10.3% | +29.8% | +20.5% |
| 3Y | +21.0% | +35.4% | -14.4% | +11.1% |
| 5Y | -23.9% | +0.3% | -24.1% | -28.8% |
| 10Y | +47.8% | +668.4% | -620.5% | -8.4% |
| All | +182.7% | +815.3% | -632.6% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling