+128.7%
PM vs BX
+19.7%
+109.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.8% |
| 7D | -1.2% | -5.7% | +4.5% | -0.7% |
| 30D | -0.2% | -8.9% | +8.7% | +0.6% |
| 3M | +4.9% | +8.4% | -3.5% | +4.0% |
| 6M | +9.0% | +18.9% | -9.9% | +6.9% |
| YTD | +17.8% | -13.6% | +31.4% | +19.0% |
| 1Y | +16.8% | -22.4% | +39.3% | +19.2% |
| 3Y | +125.4% | +26.0% | +99.4% | +112.4% |
| 5Y | +128.7% | +18.8% | +109.9% | +106.8% |
| All | +128.7% | +19.7% | +109.0% | +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 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