+315.0%
PBF vs BLDR
+1,076.0%
-761.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.2% |
| 7D | +6.5% | -3.0% | +9.4% | +7.4% |
| 30D | -20.0% | +20.1% | -40.1% | -25.0% |
| 3M | -3.3% | -17.5% | +14.2% | +0.6% |
| 6M | +76.8% | -16.1% | +92.9% | +77.8% |
| YTD | +168.9% | -41.0% | +210.0% | +193.8% |
| 1Y | +96.4% | -41.6% | +138.0% | +114.5% |
| 3Y | +77.2% | -50.8% | +128.0% | +94.9% |
| 5Y | +417.7% | -10.8% | +428.5% | +331.9% |
| 10Y | +264.7% | +486.3% | -221.5% | +75.6% |
| All | +315.0% | +1,076.0% | -761.0% | +77.3% |
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