+313.1%
PG vs BX
+869.4%
-556.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.3% |
| 7D | -0.8% | -5.6% | +4.8% | -0.1% |
| 30D | +0.8% | -12.2% | +13.1% | +2.4% |
| 3M | -1.3% | +7.4% | -8.7% | -2.4% |
| 6M | -3.8% | +22.2% | -26.0% | -6.6% |
| YTD | +3.6% | -14.0% | +17.6% | +4.8% |
| 1Y | -5.7% | -27.3% | +21.6% | -2.7% |
| 3Y | +1.6% | +24.5% | -23.0% | -4.0% |
| 5Y | +14.6% | +18.9% | -4.3% | +6.2% |
| 10Y | +121.2% | +665.4% | -544.2% | +57.4% |
| All | +313.1% | +869.4% | -556.2% | +154.4% |
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