-7.6%
BLDR vs PENG
+68.7%
-76.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.3% | -11.3% | -2.7% |
| 7D | -10.3% | +1.9% | -12.2% | -11.2% |
| 30D | +19.6% | -37.8% | +57.3% | +27.9% |
| 3M | -17.0% | -14.1% | -2.9% | -18.0% |
| 6M | -16.7% | +13.1% | -29.9% | -27.4% |
| YTD | -39.4% | +151.8% | -191.2% | -58.3% |
| 1Y | -41.7% | +136.0% | -177.7% | -59.2% |
| 3Y | -49.9% | +217.9% | -267.8% | -70.7% |
| 5Y | -7.6% | +64.1% | -71.7% | -39.2% |
| All | -7.6% | +68.7% | -76.3% | -39.2% |
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 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