-20.0%
PCG vs BLDR
-42.4%
+22.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.9% |
| 7D | -2.2% | -10.3% | +8.1% | -1.7% |
| 30D | -0.5% | +19.6% | -20.0% | -1.5% |
| 3M | -24.0% | -17.0% | -7.0% | -22.8% |
| 6M | -18.6% | -16.7% | -1.9% | -17.5% |
| YTD | -17.7% | -39.4% | +21.7% | -14.5% |
| 1Y | -20.0% | -41.7% | +21.7% | -17.1% |
| All | -20.0% | -42.4% | +22.4% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling