+13.4%
PG vs BX
+17.9%
-4.6%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.4% |
| 7D | -0.8% | -5.6% | +4.8% | -0.4% |
| 30D | +0.8% | -12.2% | +13.1% | +1.8% |
| 3M | -1.3% | +7.4% | -8.7% | -1.9% |
| 6M | -3.8% | +22.2% | -26.0% | -5.4% |
| YTD | +3.6% | -14.0% | +17.6% | +4.5% |
| 1Y | -5.7% | -27.3% | +21.6% | -3.7% |
| 3Y | +1.6% | +24.5% | -23.0% | -2.7% |
| All | +13.4% | +17.9% | -4.6% | +6.3% |
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