-49.4%
BLDR vs PENG
+191.8%
-241.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.3% |
| 7D | -1.1% | -16.1% | +15.0% | +0.5% |
| 30D | +19.1% | -41.5% | +60.6% | +25.9% |
| 3M | -12.6% | -19.1% | +6.5% | -12.9% |
| 6M | -18.7% | +0.9% | -19.6% | -26.3% |
| YTD | -38.8% | +128.2% | -167.1% | -55.1% |
| 1Y | -41.2% | +98.6% | -139.8% | -55.5% |
| 3Y | -49.4% | +188.2% | -237.6% | -69.8% |
| All | -49.4% | +191.8% | -241.1% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling