-76.7%
PCG vs BLDR
+602.6%
-679.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | 0.0% |
| 7D | -1.1% | -2.7% | +1.7% | -0.6% |
| 30D | +0.1% | +24.8% | -24.7% | -5.6% |
| 3M | -24.4% | -11.7% | -12.8% | -23.0% |
| 6M | -17.7% | -14.8% | -2.9% | -16.2% |
| YTD | -17.4% | -35.9% | +18.5% | -11.0% |
| 1Y | -19.4% | -39.7% | +20.3% | -12.1% |
| 3Y | -18.6% | -45.6% | +27.0% | -14.4% |
| 5Y | +10.2% | -2.5% | +12.7% | -8.6% |
| 10Y | -76.7% | +597.4% | -674.0% | -88.7% |
| All | -76.7% | +602.6% | -679.2% | -88.7% |
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