+347.0%
BLDR vs PFG
+409.8%
-62.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.6% |
| 7D | -8.2% | +0.1% | -8.3% | -8.2% |
| 30D | +16.3% | +5.0% | +11.3% | +13.2% |
| 3M | -17.0% | +0.1% | -17.0% | -16.9% |
| 6M | -17.4% | +13.8% | -31.2% | -24.5% |
| YTD | -41.6% | +31.2% | -72.8% | -51.4% |
| 1Y | -43.5% | +37.1% | -80.6% | -54.3% |
| 3Y | -51.6% | +80.6% | -132.2% | -67.4% |
| 5Y | -11.6% | +93.7% | -105.3% | -43.8% |
| 10Y | +480.9% | +185.5% | +295.4% | +180.1% |
| All | +347.0% | +409.8% | -62.7% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling