+782.8%
PH vs BLDR
+372.1%
+410.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -0.2% |
| 7D | -3.1% | -8.1% | +5.0% | -0.2% |
| 30D | -11.8% | -21.5% | +9.7% | -4.1% |
| 3M | +6.9% | -21.0% | +27.9% | +14.5% |
| 6M | -1.3% | -37.1% | +35.8% | +14.2% |
| YTD | +7.0% | -42.7% | +49.6% | +26.8% |
| 1Y | +23.1% | -58.0% | +81.1% | +62.5% |
| 3Y | +135.4% | -57.8% | +193.2% | +191.4% |
| 5Y | +250.3% | +10.3% | +240.1% | +179.7% |
| All | +782.8% | +372.1% | +410.7% | +262.2% |
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