+277.6%
PEP vs BX
+927.0%
-649.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.5% |
| 7D | -1.4% | -4.4% | +3.0% | -0.8% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | -1.1% | +16.0% | -17.1% | -3.2% |
| 6M | -13.5% | +21.6% | -35.1% | -16.1% |
| YTD | -1.2% | -8.9% | +7.7% | -0.7% |
| 1Y | -1.6% | -16.6% | +15.1% | -0.1% |
| 3Y | -12.5% | +43.3% | -55.9% | -18.9% |
| 5Y | +3.0% | +25.7% | -22.7% | -5.3% |
| 10Y | +73.9% | +689.5% | -615.6% | +23.8% |
| All | +277.6% | +927.0% | -649.4% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling