+250.9%
PM vs BLDR
+554.2%
-303.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.1% |
| 7D | -6.6% | -1.1% | -5.6% | -6.6% |
| 30D | -3.4% | +19.1% | -22.5% | -5.5% |
| 3M | +5.3% | -12.6% | +17.9% | +6.5% |
| 6M | +15.5% | -18.7% | +34.2% | +17.2% |
| YTD | +24.3% | -38.8% | +63.1% | +29.5% |
| 1Y | +29.7% | -41.2% | +70.9% | +35.7% |
| 3Y | +144.9% | -49.4% | +194.3% | +150.9% |
| 5Y | +159.0% | -6.0% | +165.0% | +132.5% |
| 10Y | +250.9% | +523.1% | -272.1% | +135.1% |
| All | +250.9% | +554.2% | -303.2% | +135.1% |
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 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