+27.6%
BX vs PENG
+115.2%
-87.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -2.6% |
| 7D | -4.4% | +4.5% | -8.9% | -5.4% |
| 30D | +0.1% | -7.1% | +7.2% | +1.2% |
| 3M | +16.0% | -27.3% | +43.3% | +19.2% |
| 6M | +21.6% | +169.6% | -148.0% | -16.4% |
| YTD | -8.9% | +164.6% | -173.5% | -37.3% |
| 1Y | -16.6% | +109.5% | -126.1% | -39.3% |
| 3Y | +43.3% | +98.9% | -55.6% | -5.8% |
| All | +27.6% | +115.2% | -87.6% | -19.5% |
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