+294.9%
PEP vs BX
+829.1%
-534.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +1.1% | -2.8% | +3.9% | +1.4% |
| 30D | +13.6% | +7.3% | +6.3% | +12.5% |
| 3M | +5.1% | -16.3% | +21.4% | +7.4% |
| 6M | -1.6% | +2.5% | -4.1% | -2.4% |
| YTD | +3.3% | -17.6% | +20.9% | +5.0% |
| 1Y | +3.2% | -12.4% | +15.6% | +4.0% |
| 3Y | -3.9% | +36.2% | -40.1% | -10.4% |
| 5Y | +4.0% | +3.0% | +1.1% | -1.7% |
| 10Y | +90.1% | +680.0% | -589.9% | +35.7% |
| All | +294.9% | +829.1% | -534.2% | +157.8% |
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