+0.4%
BX vs PENG
+42.1%
-41.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.4% | -12.7% | -2.8% |
| 7D | +1.8% | -19.4% | +21.2% | +5.1% |
| 30D | +7.9% | -42.4% | +50.3% | +18.5% |
| 3M | -9.6% | -25.6% | +16.0% | -7.4% |
| 6M | -2.3% | +7.3% | -9.5% | -15.6% |
| YTD | -19.3% | +113.9% | -133.1% | -44.1% |
| 1Y | -13.2% | +93.6% | -106.8% | -38.4% |
| 3Y | +33.8% | +170.2% | -136.4% | -21.8% |
| All | +0.4% | +42.1% | -41.8% | -37.6% |
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