+33.5%
BX vs PENG
+227.7%
-194.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.6% | -3.1% |
| 7D | -1.1% | +34.6% | -35.7% | -5.5% |
| 30D | +8.8% | -35.9% | +44.7% | +15.1% |
| 3M | -18.3% | -14.7% | -3.6% | -18.4% |
| 6M | -1.5% | +13.5% | -15.1% | -13.1% |
| YTD | -19.9% | +156.1% | -176.1% | -44.2% |
| 1Y | -14.5% | +141.3% | -155.8% | -39.6% |
| All | +33.5% | +227.7% | -194.1% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling