-41.7%
BLDR vs PFG
+41.5%
-83.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.2% |
| 7D | -10.3% | -2.2% | -8.1% | -9.1% |
| 30D | +19.6% | +6.4% | +13.2% | +16.3% |
| 3M | -17.0% | +2.2% | -19.2% | -18.1% |
| 6M | -16.7% | +16.3% | -33.0% | -25.9% |
| YTD | -39.4% | +33.2% | -72.7% | -52.1% |
| 1Y | -41.7% | +40.6% | -82.3% | -56.3% |
| All | -41.7% | +41.5% | -83.2% | -56.3% |
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