+260.9%
PM vs BLDR
+518.5%
-257.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -7.1% | -10.3% | +3.2% | -6.0% |
| 30D | -2.8% | +19.6% | -22.4% | -4.9% |
| 3M | +6.3% | -17.0% | +23.3% | +8.1% |
| 6M | +9.6% | -16.7% | +26.4% | +10.9% |
| YTD | +25.6% | -39.4% | +65.0% | +31.1% |
| 1Y | +29.7% | -41.7% | +71.3% | +35.7% |
| 3Y | +147.6% | -49.9% | +197.4% | +153.9% |
| 5Y | +160.1% | -7.6% | +167.7% | +134.0% |
| 10Y | +260.9% | +502.3% | -241.4% | +140.4% |
| All | +260.9% | +518.5% | -257.5% | +140.4% |
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