+418.8%
BLDR vs PFGC
+419.1%
-0.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.8% |
| 7D | -2.8% | -2.2% | -0.6% | -1.8% |
| 30D | -13.3% | -11.9% | -1.3% | -8.2% |
| 3M | -12.3% | +5.0% | -17.3% | -14.4% |
| 6M | -31.5% | +8.6% | -40.1% | -34.1% |
| YTD | -36.1% | +9.7% | -45.7% | -39.2% |
| 1Y | -54.1% | -6.3% | -47.8% | -53.1% |
| 3Y | -55.8% | +58.2% | -114.0% | -64.6% |
| 5Y | +20.7% | +110.4% | -89.7% | -16.3% |
| 10Y | +390.2% | +272.8% | +117.5% | +149.1% |
| All | +418.8% | +419.1% | -0.3% | +145.0% |
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 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