+330.8%
PBF vs BLDR
+1,175.0%
-844.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -2.1% |
| 7D | +4.3% | -2.8% | +7.1% | +5.0% |
| 30D | +22.0% | -13.3% | +35.3% | +26.6% |
| 3M | +74.5% | -12.3% | +86.8% | +76.6% |
| 6M | +67.7% | -31.5% | +99.1% | +78.7% |
| YTD | +179.2% | -36.1% | +215.2% | +201.9% |
| 1Y | +170.0% | -54.1% | +224.1% | +222.1% |
| 3Y | +66.4% | -55.8% | +122.1% | +91.4% |
| 5Y | +764.5% | +20.7% | +743.8% | +560.5% |
| 10Y | +358.5% | +390.2% | -31.7% | +125.7% |
| All | +330.8% | +1,175.0% | -844.2% | +82.2% |
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