+379.1%
BLDR vs PENG
+661.7%
-282.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.3% | -3.8% | +3.5% |
| 7D | -2.7% | -3.8% | +1.1% | -3.3% |
| 30D | +24.8% | -40.1% | +64.9% | +35.9% |
| 3M | -11.7% | -21.8% | +10.1% | -11.0% |
| 6M | -14.8% | +3.3% | -18.1% | -24.3% |
| YTD | -35.9% | +133.6% | -169.5% | -55.1% |
| 1Y | -39.7% | +110.7% | -150.4% | -56.7% |
| 3Y | -45.6% | +204.3% | -249.8% | -67.1% |
| 5Y | -2.5% | +54.4% | -56.9% | -34.6% |
| All | +379.1% | +661.7% | -282.6% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling