+650.4%
PBR vs BLDR
+389.5%
+260.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +4.6% |
| 7D | +2.5% | -0.3% | +2.8% | +2.4% |
| 30D | +19.4% | -16.2% | +35.6% | +23.7% |
| 3M | +20.8% | -14.4% | +35.2% | +22.9% |
| 6M | +23.5% | -32.8% | +56.3% | +31.4% |
| YTD | +83.4% | -39.2% | +122.6% | +98.3% |
| 1Y | +77.6% | -57.7% | +135.2% | +107.3% |
| 3Y | +99.9% | -55.3% | +155.1% | +119.2% |
| 5Y | +567.7% | +15.6% | +552.1% | +453.6% |
| 10Y | +621.5% | +359.8% | +261.7% | +308.2% |
| All | +650.4% | +389.5% | +260.9% | +198.1% |
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