+444.2%
BX vs PENG
+597.2%
-153.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -2.7% |
| 7D | +1.8% | -19.4% | +21.2% | +4.9% |
| 30D | +7.9% | -42.4% | +50.3% | +17.7% |
| 3M | -9.6% | -25.6% | +16.0% | -7.4% |
| 6M | -2.3% | +7.3% | -9.5% | -12.5% |
| YTD | -19.3% | +113.9% | -133.1% | -39.2% |
| 1Y | -13.2% | +93.6% | -106.8% | -33.3% |
| 3Y | +33.8% | +170.2% | -136.4% | -9.4% |
| 5Y | 0.0% | +44.2% | -44.2% | -27.5% |
| All | +444.2% | +597.2% | -153.0% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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