+661.1%
BX vs PEG
+148.0%
+513.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -5.6% | -0.9% | -4.7% | -5.1% |
| 30D | -12.2% | -3.7% | -8.5% | -10.5% |
| 3M | +7.4% | -7.3% | +14.7% | +11.6% |
| 6M | +22.2% | -10.5% | +32.6% | +29.0% |
| YTD | -14.0% | -7.5% | -6.5% | -11.1% |
| 1Y | -27.3% | -8.7% | -18.6% | -24.5% |
| 3Y | +24.5% | +31.4% | -6.8% | +4.7% |
| 5Y | +18.9% | +37.8% | -18.9% | -2.5% |
| All | +661.1% | +148.0% | +513.0% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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