-36.7%
BLDR vs PFG
+46.8%
-83.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.1% | +5.1% | +7.0% |
| 7D | +24.4% | +4.9% | +19.5% | +21.4% |
| 30D | +24.9% | +5.7% | +19.3% | +21.5% |
| 3M | -7.8% | +2.6% | -10.3% | -9.5% |
| 6M | -5.8% | +19.8% | -25.6% | -17.3% |
| YTD | -32.5% | +36.3% | -68.7% | -46.5% |
| 1Y | -36.7% | +47.9% | -84.6% | -52.6% |
| All | -36.7% | +46.8% | -83.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling