+123.4%
PM vs BX
+25.6%
+97.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.7% |
| 7D | -1.2% | -5.7% | +4.5% | -1.0% |
| 30D | -0.2% | -8.9% | +8.7% | +0.2% |
| 3M | +4.9% | +8.4% | -3.5% | +4.5% |
| 6M | +9.0% | +18.9% | -9.9% | +7.9% |
| YTD | +17.8% | -13.6% | +31.4% | +18.8% |
| 1Y | +16.8% | -22.4% | +39.3% | +18.4% |
| All | +123.4% | +25.6% | +97.8% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling