+384.5%
BLDR vs PFG
+244.6%
+140.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.2% |
| 7D | -2.7% | +3.2% | -5.9% | -5.2% |
| 30D | -14.7% | +0.9% | -15.7% | -15.6% |
| 3M | -20.8% | +7.7% | -28.5% | -26.1% |
| 6M | -35.3% | +29.0% | -64.3% | -47.3% |
| YTD | -40.3% | +32.5% | -72.8% | -52.6% |
| 1Y | -56.3% | +47.3% | -103.6% | -68.1% |
| 3Y | -56.1% | +68.2% | -124.3% | -71.3% |
| 5Y | +12.9% | +108.5% | -95.6% | -39.1% |
| All | +384.5% | +244.6% | +140.0% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling