+386.5%
BLDR vs PTC
+196.2%
+190.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.2% |
| 7D | -2.7% | -13.6% | +10.9% | +4.8% |
| 30D | -14.7% | -14.7% | -0.1% | -7.6% |
| 3M | -20.8% | -5.9% | -14.9% | -20.3% |
| 6M | -35.3% | -21.1% | -14.2% | -28.8% |
| YTD | -40.3% | -26.0% | -14.3% | -32.4% |
| 1Y | -56.3% | -36.8% | -19.5% | -45.8% |
| 3Y | -56.1% | -10.3% | -45.8% | -56.3% |
| 5Y | +12.9% | +1.2% | +11.7% | +2.7% |
| 10Y | +386.5% | +198.3% | +188.2% | +108.5% |
| All | +386.5% | +196.2% | +190.3% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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