-75.2%
PCG vs BLDR
+359.8%
-435.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.5% | +4.8% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | -15.1% | -16.2% | +1.1% | -11.8% |
| 3M | -9.8% | -14.4% | +4.6% | -7.5% |
| 6M | -18.0% | -32.8% | +14.8% | -11.5% |
| YTD | -7.2% | -39.2% | +31.9% | +1.9% |
| 1Y | +2.9% | -57.7% | +60.5% | +23.1% |
| 3Y | -11.1% | -55.3% | +44.2% | -1.2% |
| 5Y | +61.8% | +15.6% | +46.2% | +27.5% |
| 10Y | -75.2% | +359.8% | -435.0% | -87.5% |
| All | -75.2% | +359.8% | -435.0% | -87.5% |
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