+763.1%
PM vs BX
+2,376.2%
-1,613.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.8% |
| 7D | -4.9% | -4.4% | -0.5% | -4.2% |
| 30D | -3.4% | +0.1% | -3.5% | -3.5% |
| 3M | +5.2% | +16.0% | -10.8% | +2.3% |
| 6M | +3.7% | +21.6% | -17.9% | -0.3% |
| YTD | +15.8% | -8.9% | +24.7% | +16.5% |
| 1Y | +17.4% | -16.6% | +34.0% | +19.5% |
| 3Y | +116.9% | +43.3% | +73.6% | +96.6% |
| 5Y | +117.3% | +25.7% | +91.6% | +94.9% |
| 10Y | +193.8% | +689.5% | -495.7% | +88.3% |
| All | +763.1% | +2,376.2% | -1,613.0% | +335.8% |
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 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