+281.9%
PBF vs BLDR
+1,119.6%
-837.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.6% | -3.9% |
| 7D | -15.3% | -1.1% | -14.2% | -15.3% |
| 30D | -21.8% | +19.1% | -40.9% | -26.4% |
| 3M | -0.2% | -12.6% | +12.4% | +2.2% |
| 6M | +63.6% | -18.7% | +82.3% | +66.3% |
| YTD | +147.5% | -38.8% | +186.4% | +167.7% |
| 1Y | +69.8% | -41.2% | +111.0% | +85.6% |
| 3Y | +65.3% | -49.4% | +114.7% | +80.4% |
| 5Y | +393.4% | -6.0% | +399.3% | +305.2% |
| 10Y | +240.3% | +523.1% | -282.8% | +61.8% |
| All | +281.9% | +1,119.6% | -837.6% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling