+384.5%
BLDR vs PFGC
+300.0%
+84.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -2.7% | -3.7% | +1.0% | -0.9% |
| 30D | -14.7% | -16.0% | +1.2% | -7.5% |
| 3M | -20.8% | -4.1% | -16.7% | -19.4% |
| 6M | -35.3% | +8.7% | -44.1% | -37.9% |
| YTD | -40.3% | +6.4% | -46.7% | -42.5% |
| 1Y | -56.3% | -8.4% | -47.9% | -54.9% |
| 3Y | -56.1% | +61.8% | -117.9% | -65.4% |
| 5Y | +12.9% | +108.7% | -95.8% | -22.0% |
| All | +384.5% | +300.0% | +84.6% | +142.0% |
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 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