-6.4%
BLDR vs PENG
+42.1%
-48.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +12.4% | -16.9% | -6.7% |
| 7D | -3.7% | -19.4% | +15.8% | -1.1% |
| 30D | +16.8% | -42.4% | +59.2% | +26.3% |
| 3M | -13.7% | -25.6% | +11.9% | -12.6% |
| 6M | -21.9% | +7.3% | -29.1% | -32.1% |
| YTD | -39.2% | +113.9% | -153.1% | -56.9% |
| 1Y | -42.6% | +93.6% | -136.2% | -58.4% |
| 3Y | -50.2% | +170.2% | -220.4% | -70.0% |
| All | -6.4% | +42.1% | -48.5% | -37.6% |
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