-9.4%
BLDR vs PENG
+56.5%
-66.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.9% |
| 7D | -3.0% | +13.2% | -16.2% | -5.2% |
| 30D | +20.1% | -29.9% | +50.0% | +25.4% |
| 3M | -17.5% | -22.2% | +4.7% | -16.9% |
| 6M | -16.1% | -1.9% | -14.2% | -24.2% |
| YTD | -41.0% | +142.1% | -183.2% | -59.2% |
| 1Y | -41.6% | +151.5% | -193.1% | -60.0% |
| 3Y | -50.8% | +206.9% | -257.8% | -71.1% |
| All | -9.4% | +56.5% | -66.0% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling