+381.1%
PEP vs BLDR
+412.4%
-31.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.8% | +6.0% | +0.6% |
| 7D | +6.7% | +3.9% | +2.8% | +6.3% |
| 30D | +13.5% | +16.5% | -3.0% | +12.2% |
| 3M | +3.9% | -13.7% | +17.6% | +4.8% |
| 6M | -6.0% | -12.2% | +6.2% | -5.6% |
| YTD | +2.5% | -36.3% | +38.8% | +5.0% |
| 1Y | +3.9% | -41.3% | +45.2% | +7.1% |
| 3Y | -4.7% | -48.3% | +43.7% | -2.3% |
| 5Y | +1.1% | -2.6% | +3.7% | -2.4% |
| 10Y | +83.8% | +616.6% | -532.8% | +50.2% |
| All | +381.1% | +412.4% | -31.2% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling