+478.6%
BLDR vs PTC
+313.0%
+165.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.6% | -3.6% |
| 7D | -8.2% | +0.8% | -9.1% | -8.6% |
| 30D | +16.3% | +1.2% | +15.1% | +15.6% |
| 3M | -17.0% | +32.6% | -49.6% | -30.3% |
| 6M | -17.4% | +36.1% | -53.5% | -33.2% |
| YTD | -41.6% | +12.7% | -54.2% | -48.1% |
| 1Y | -43.5% | +10.2% | -53.7% | -49.1% |
| 3Y | -51.6% | +29.4% | -81.1% | -61.1% |
| 5Y | -11.6% | +61.1% | -72.7% | -38.2% |
| All | +478.6% | +313.0% | +165.6% | +110.6% |
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