+484.0%
BLDR vs PFGC
+351.0%
+133.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -3.0% | +3.4% | -6.4% | -4.5% |
| 30D | +20.1% | +16.9% | +3.2% | +11.8% |
| 3M | -17.5% | +6.4% | -23.9% | -19.8% |
| 6M | -16.1% | +16.0% | -32.1% | -21.8% |
| YTD | -41.0% | +23.6% | -64.7% | -47.0% |
| 1Y | -41.6% | +16.6% | -58.2% | -46.0% |
| 3Y | -50.8% | +82.3% | -133.1% | -63.4% |
| 5Y | -10.8% | +138.7% | -149.5% | -41.8% |
| All | +484.0% | +351.0% | +133.0% | +183.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling