-54.1%
BLDR vs PENG
+118.5%
-172.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.4% | -3.9% | +2.0% |
| 7D | -2.8% | +4.5% | -7.4% | -3.2% |
| 30D | -13.3% | -7.1% | -6.2% | -12.9% |
| 3M | -12.3% | -27.3% | +15.0% | -11.0% |
| 6M | -31.5% | +169.6% | -201.0% | -46.0% |
| YTD | -36.1% | +164.6% | -200.7% | -49.6% |
| 1Y | -54.1% | +109.5% | -163.5% | -66.3% |
| All | -54.1% | +118.5% | -172.6% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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