+208.8%
PM vs BX
+654.4%
-445.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.7% |
| 7D | +1.9% | -8.9% | +10.8% | +3.6% |
| 30D | +1.9% | -14.8% | +16.7% | +4.7% |
| 3M | +4.6% | +6.9% | -2.3% | +3.0% |
| 6M | +11.7% | +16.3% | -4.6% | +7.7% |
| YTD | +20.4% | -16.1% | +36.4% | +23.0% |
| 1Y | +19.0% | -26.8% | +45.7% | +24.5% |
| 3Y | +130.4% | +22.4% | +107.9% | +109.7% |
| 5Y | +131.5% | +16.0% | +115.4% | +103.7% |
| All | +208.8% | +654.4% | -445.6% | +82.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling