-58.0%
BLDR vs PFG
+49.2%
-107.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.8% | -4.8% | -4.3% |
| 7D | -8.1% | -3.0% | -5.1% | -6.8% |
| 30D | -21.5% | +2.5% | -24.0% | -22.5% |
| 3M | -21.0% | +6.1% | -27.0% | -24.1% |
| 6M | -37.1% | +31.3% | -68.3% | -48.2% |
| YTD | -42.7% | +33.6% | -76.2% | -53.7% |
| 1Y | -58.0% | +48.5% | -106.5% | -68.0% |
| All | -58.0% | +49.2% | -107.1% | -68.0% |
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 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