+365.4%
BLDR vs PFGC
+294.6%
+70.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.3% |
| 7D | -8.1% | -4.8% | -3.3% | -5.9% |
| 30D | -21.5% | -17.2% | -4.3% | -14.2% |
| 3M | -21.0% | -6.3% | -14.6% | -18.6% |
| 6M | -37.1% | +8.8% | -45.9% | -39.5% |
| YTD | -42.7% | +4.9% | -47.6% | -44.4% |
| 1Y | -58.0% | -9.5% | -48.5% | -56.3% |
| 3Y | -57.8% | +59.6% | -117.4% | -66.6% |
| 5Y | +10.3% | +113.5% | -103.2% | -24.5% |
| All | +365.4% | +294.6% | +70.8% | +134.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling