+0.4%
BX vs PENG
+56.5%
-56.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +2.5% |
| 7D | +0.6% | +13.2% | -12.6% | -2.1% |
| 30D | +14.2% | -29.9% | +44.2% | +20.4% |
| 3M | -18.7% | -22.2% | +3.5% | -17.5% |
| 6M | +2.5% | -1.9% | +4.4% | -8.0% |
| YTD | -18.8% | +142.1% | -160.9% | -45.2% |
| 1Y | -10.3% | +151.5% | -161.8% | -40.3% |
| 3Y | +35.4% | +206.9% | -171.5% | -22.9% |
| All | +0.4% | +56.5% | -56.1% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling