-54.1%
BLDR vs PFGC
-5.1%
-49.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | -2.8% | -2.2% | -0.6% | -1.7% |
| 30D | -13.3% | -11.9% | -1.3% | -7.3% |
| 3M | -12.3% | +5.0% | -17.3% | -15.0% |
| 6M | -31.5% | +8.6% | -40.1% | -35.5% |
| YTD | -36.1% | +9.7% | -45.7% | -41.7% |
| 1Y | -54.1% | -6.3% | -47.8% | -55.8% |
| All | -54.1% | -5.1% | -49.0% | -55.8% |
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