+21.0%
PFE vs BLDR
-50.7%
+71.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -1.7% | -3.0% | +1.3% | -1.4% |
| 30D | +0.3% | +20.1% | -19.8% | -2.0% |
| 3M | +9.4% | -17.5% | +26.9% | +11.6% |
| 6M | +14.9% | -16.1% | +31.0% | +16.2% |
| YTD | +23.8% | -41.0% | +64.8% | +30.7% |
| 1Y | +19.5% | -41.6% | +61.1% | +26.2% |
| 3Y | +21.0% | -50.8% | +71.9% | +45.7% |
| All | +21.0% | -50.7% | +71.7% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling