+3.7%
PEP vs BX
-8.3%
+12.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.2% | -2.5% | +3.5% |
| 7D | +7.4% | +8.3% | -0.9% | +7.1% |
| 30D | +13.3% | +13.5% | -0.2% | +12.9% |
| 3M | +3.5% | -7.6% | +11.1% | +3.2% |
| 6M | -5.9% | +4.0% | -9.9% | -5.8% |
| YTD | +2.3% | -15.2% | +17.4% | +0.4% |
| 1Y | +3.7% | -8.5% | +12.2% | +2.3% |
| All | +3.7% | -8.3% | +12.0% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 1y: compounded portfolio wealth divided by compounded BX 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…
1y analysis · Full analysis span regression · 6 months rolling