+354.2%
BLDR vs PENG
+597.2%
-243.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +12.4% | -16.9% | -7.2% |
| 7D | -3.7% | -19.4% | +15.8% | -0.7% |
| 30D | +16.8% | -42.4% | +59.2% | +28.0% |
| 3M | -13.7% | -25.6% | +11.9% | -12.2% |
| 6M | -21.9% | +7.3% | -29.1% | -31.8% |
| YTD | -39.2% | +113.9% | -153.1% | -56.6% |
| 1Y | -42.6% | +93.6% | -136.2% | -58.1% |
| 3Y | -50.2% | +170.2% | -220.4% | -69.1% |
| 5Y | -7.0% | +44.2% | -51.2% | -36.8% |
| All | +354.2% | +597.2% | -243.0% | +132.3% |
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 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