+272.5%
PM vs BX
+659.0%
-386.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | +0.5% | +0.6% | 0.0% | +0.4% |
| 30D | -3.2% | +14.2% | -17.5% | -5.5% |
| 3M | +6.2% | -18.7% | +25.0% | +9.8% |
| 6M | +7.7% | +2.5% | +5.2% | +6.4% |
| YTD | +27.3% | -18.8% | +46.1% | +30.6% |
| 1Y | +32.8% | -10.3% | +43.1% | +33.6% |
| 3Y | +150.0% | +35.4% | +114.6% | +121.5% |
| 5Y | +164.2% | +0.3% | +164.0% | +142.6% |
| All | +272.5% | +659.0% | -386.5% | +114.1% |
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