-42.6%
BLDR vs PENG
+88.9%
-131.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +12.4% | -16.9% | -4.7% |
| 7D | -3.7% | -19.4% | +15.8% | -3.2% |
| 30D | +16.8% | -42.4% | +59.2% | +19.2% |
| 3M | -13.7% | -25.6% | +11.9% | -14.2% |
| 6M | -21.9% | +7.3% | -29.1% | -30.3% |
| YTD | -39.2% | +113.9% | -153.1% | -55.0% |
| 1Y | -42.6% | +93.6% | -136.2% | -56.2% |
| All | -42.6% | +88.9% | -131.6% | -56.2% |
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