+249.4%
PBF vs BLDR
+473.7%
-224.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +3.6% |
| 7D | +4.3% | -8.2% | +12.5% | +7.6% |
| 30D | -21.8% | +16.3% | -38.1% | -27.3% |
| 3M | +1.7% | -17.0% | +18.7% | +6.8% |
| 6M | +69.8% | -17.4% | +87.2% | +71.5% |
| YTD | +167.7% | -41.6% | +209.3% | +201.1% |
| 1Y | +89.0% | -43.5% | +132.5% | +114.8% |
| 3Y | +78.8% | -51.6% | +130.4% | +98.9% |
| 5Y | +415.4% | -11.6% | +427.0% | +264.6% |
| All | +249.4% | +473.7% | -224.3% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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