-5.7%
PG vs BX
-25.1%
+19.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.6% |
| 7D | -0.8% | -5.6% | +4.8% | -0.7% |
| 30D | +0.8% | -12.2% | +13.1% | +1.0% |
| 3M | -1.3% | +7.4% | -8.7% | -1.2% |
| 6M | -3.8% | +22.2% | -26.0% | -3.1% |
| YTD | +3.6% | -14.0% | +17.6% | +2.6% |
| 1Y | -5.7% | -27.3% | +21.6% | -8.7% |
| All | -5.7% | -25.1% | +19.4% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling