-36.7%
BLDR vs PENG
+120.5%
-157.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -9.1% | +18.4% | +9.4% |
| 7D | +24.4% | -20.5% | +44.9% | +25.2% |
| 30D | +24.9% | -20.4% | +45.3% | +25.1% |
| 3M | -7.8% | -16.4% | +8.6% | -8.4% |
| 6M | -5.8% | +49.2% | -55.0% | -19.8% |
| YTD | -32.5% | +147.2% | -179.6% | -50.5% |
| 1Y | -36.7% | +124.7% | -161.4% | -52.2% |
| All | -36.7% | +120.5% | -157.2% | -52.2% |
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