+12.8%
BLDR vs PSLV
+154.2%
-141.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -8.2% | -3.5% | -4.8% | -7.8% |
| 30D | -16.6% | -2.1% | -14.5% | -16.4% |
| 3M | -23.2% | -1.6% | -21.5% | -23.1% |
| 6M | -33.7% | -25.5% | -8.2% | -31.4% |
| YTD | -41.3% | -11.4% | -29.9% | -42.0% |
| 1Y | -58.8% | +48.6% | -107.4% | -62.9% |
| 3Y | -57.5% | +166.9% | -224.3% | -66.5% |
| All | +12.8% | +154.2% | -141.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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