+15.6%
BLDR vs PFGC
+110.5%
-94.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.0% | -3.8% |
| 7D | -0.3% | -2.4% | +2.1% | +1.2% |
| 30D | -16.2% | -15.8% | -0.5% | -7.2% |
| 3M | -14.4% | -0.6% | -13.8% | -14.4% |
| 6M | -32.8% | +10.7% | -43.5% | -37.0% |
| YTD | -39.2% | +7.6% | -46.8% | -42.6% |
| 1Y | -57.7% | -7.8% | -49.9% | -56.2% |
| 3Y | -55.3% | +63.7% | -119.0% | -67.9% |
| 5Y | +15.6% | +112.3% | -96.6% | -31.3% |
| All | +15.6% | +110.5% | -94.9% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling