+299.0%
PEP vs BX
+815.3%
-516.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.8% |
| 30D | +12.5% | +14.2% | -1.7% | +10.5% |
| 3M | +4.5% | -18.7% | +23.3% | +7.2% |
| 6M | -0.5% | +2.5% | -3.0% | -1.2% |
| YTD | +4.4% | -18.8% | +23.2% | +6.4% |
| 1Y | +4.4% | -10.3% | +14.7% | +4.8% |
| 3Y | -3.4% | +35.4% | -38.8% | -9.9% |
| 5Y | +5.2% | +0.3% | +4.9% | -0.2% |
| 10Y | +92.1% | +668.4% | -576.2% | +37.3% |
| All | +299.0% | +815.3% | -516.2% | +161.0% |
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