+378.5%
BLDR vs PFGC
+485.1%
-106.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.4% |
| 7D | -3.0% | +3.4% | -6.4% | -4.4% |
| 30D | +20.1% | +16.9% | +3.2% | +12.0% |
| 3M | -17.5% | +6.4% | -23.9% | -19.8% |
| 6M | -16.1% | +16.0% | -32.1% | -21.7% |
| YTD | -41.0% | +23.6% | -64.7% | -46.8% |
| 1Y | -41.6% | +16.6% | -58.2% | -45.9% |
| 3Y | -50.8% | +82.3% | -133.1% | -63.1% |
| 5Y | -10.8% | +138.7% | -149.5% | -41.3% |
| 10Y | +486.3% | +352.8% | +133.4% | +177.2% |
| All | +378.5% | +485.1% | -106.6% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling