+19.4%
BX vs PEG
+35.6%
-16.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.3% | -2.9% |
| 7D | -5.7% | -0.1% | -5.6% | -5.6% |
| 30D | -8.9% | -1.7% | -7.1% | -8.0% |
| 3M | +8.4% | -6.8% | +15.2% | +12.8% |
| 6M | +18.9% | -11.4% | +30.3% | +27.3% |
| YTD | -13.6% | -7.2% | -6.4% | -10.7% |
| 1Y | -22.4% | -6.1% | -16.3% | -20.7% |
| 3Y | +26.0% | +31.8% | -5.7% | -0.7% |
| All | +19.4% | +35.6% | -16.2% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling