+44.1%
PL vs BLDR
+27.9%
+16.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.8% |
| 7D | +5.6% | -1.1% | +6.7% | +5.7% |
| 30D | -16.9% | +19.1% | -36.0% | -22.9% |
| 3M | -38.2% | -12.6% | -25.7% | -36.4% |
| 6M | -63.4% | -18.7% | -44.8% | -61.9% |
| YTD | -27.6% | -38.8% | +11.2% | -18.1% |
| 1Y | +6.6% | -41.2% | +47.8% | +21.9% |
| 3Y | +557.6% | -49.4% | +607.0% | +668.7% |
| 5Y | +39.5% | -6.0% | +45.5% | +22.7% |
| All | +44.1% | +27.9% | +16.2% | +25.7% |
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 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