+377.8%
BLDR vs PENG
+762.7%
-384.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.4% | -3.9% | +1.0% |
| 7D | -2.8% | +4.5% | -7.4% | -3.9% |
| 30D | -13.3% | -7.1% | -6.2% | -12.2% |
| 3M | -12.3% | -27.3% | +15.0% | -9.7% |
| 6M | -31.5% | +169.6% | -201.0% | -51.1% |
| YTD | -36.1% | +164.6% | -200.7% | -54.5% |
| 1Y | -54.1% | +109.5% | -163.5% | -65.6% |
| 3Y | -55.8% | +98.9% | -154.7% | -69.8% |
| 5Y | +20.7% | +116.3% | -95.5% | -22.6% |
| All | +377.8% | +762.7% | -384.9% | +143.8% |
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 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