+143.7%
PEG vs BLDR
+372.1%
-228.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | +0.3% |
| 7D | -0.9% | -8.1% | +7.2% | +0.1% |
| 30D | -2.8% | -21.5% | +18.7% | 0.0% |
| 3M | -6.9% | -21.0% | +14.0% | -4.7% |
| 6M | -11.4% | -37.1% | +25.7% | -7.0% |
| YTD | -7.4% | -42.7% | +35.3% | -2.0% |
| 1Y | -8.3% | -58.0% | +49.7% | +0.7% |
| 3Y | +31.5% | -57.8% | +89.4% | +40.1% |
| 5Y | +38.0% | +10.3% | +27.7% | +23.8% |
| All | +143.7% | +372.1% | -228.4% | +78.9% |
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