+1.6%
PG vs BLDR
-57.1%
+58.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.5% |
| 7D | -0.8% | -8.2% | +7.4% | -0.4% |
| 30D | +0.8% | -16.6% | +17.5% | +1.7% |
| 3M | -1.3% | -23.2% | +21.8% | -0.2% |
| 6M | -3.8% | -33.7% | +29.9% | -2.4% |
| YTD | +3.6% | -41.3% | +44.9% | +5.4% |
| 1Y | -5.7% | -58.8% | +53.1% | -3.7% |
| 3Y | +1.6% | -57.5% | +59.0% | +5.1% |
| All | +1.6% | -57.1% | +58.7% | +5.1% |
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 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