+375.7%
BLDR vs PENG
+520.3%
-144.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -23.0% | +17.3% | -0.8% |
| 7D | +3.9% | -36.7% | +40.6% | +12.9% |
| 30D | +16.5% | -42.0% | +58.5% | +27.1% |
| 3M | -13.7% | -33.2% | +19.5% | -9.8% |
| 6M | -12.2% | +2.1% | -14.3% | -22.5% |
| YTD | -36.3% | +90.3% | -126.6% | -53.3% |
| 1Y | -41.3% | +67.7% | -108.9% | -55.6% |
| 3Y | -48.3% | +154.2% | -202.6% | -67.5% |
| 5Y | -2.6% | +28.3% | -30.9% | -31.9% |
| All | +375.7% | +520.3% | -144.7% | +150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling