-36.7%
BLDR vs PFGC
+12.5%
-49.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +13.5% | -4.3% | +0.9% |
| 7D | +24.4% | +13.9% | +10.5% | +15.1% |
| 30D | +24.9% | +18.4% | +6.6% | +13.4% |
| 3M | -7.8% | -2.5% | -5.3% | -7.3% |
| 6M | -5.8% | +26.0% | -31.8% | -17.8% |
| YTD | -32.5% | +21.9% | -54.3% | -43.2% |
| 1Y | -36.7% | +13.4% | -50.1% | -44.0% |
| All | -36.7% | +12.5% | -49.2% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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