-76.0%
PCG vs BLDR
+479.0%
-555.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.9% |
| 7D | +2.2% | -3.0% | +5.1% | +2.8% |
| 30D | +0.8% | +20.1% | -19.4% | -4.2% |
| 3M | -23.8% | -17.5% | -6.3% | -21.1% |
| 6M | -19.6% | -16.1% | -3.5% | -18.0% |
| YTD | -16.7% | -41.0% | +24.3% | -8.5% |
| 1Y | -19.4% | -41.6% | +22.2% | -11.5% |
| 3Y | -18.3% | -50.8% | +32.5% | -12.0% |
| 5Y | +10.4% | -10.8% | +21.2% | -6.6% |
| All | -76.0% | +479.0% | -555.0% | -88.4% |
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