-13.8%
PEP vs BX
+30.4%
-44.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +0.1% | -2.0% | +2.1% | +0.2% |
| 30D | +0.7% | -2.3% | +3.0% | +0.8% |
| 3M | -0.5% | +18.5% | -19.1% | -1.3% |
| 6M | -11.3% | +23.7% | -35.0% | -12.3% |
| YTD | -0.6% | -10.4% | +9.8% | 0.0% |
| 1Y | +1.7% | -19.6% | +21.2% | +3.0% |
| All | -13.8% | +30.4% | -44.2% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling