+662.0%
PBR vs BLDR
+383.3%
+278.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -1.4% |
| 7D | +5.4% | -8.2% | +13.6% | +7.5% |
| 30D | +22.9% | -16.6% | +39.5% | +28.1% |
| 3M | +19.6% | -23.2% | +42.8% | +25.5% |
| 6M | +16.5% | -33.7% | +50.2% | +25.7% |
| YTD | +86.7% | -41.3% | +128.0% | +106.5% |
| 1Y | +74.7% | -58.8% | +133.5% | +112.9% |
| 3Y | +102.6% | -57.5% | +160.0% | +126.0% |
| 5Y | +566.6% | +12.9% | +553.7% | +370.3% |
| All | +662.0% | +383.3% | +278.7% | +217.7% |
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