+125.1%
PM vs BLDR
+16.0%
+109.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.1% | +1.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -2.6% | -16.2% | +13.7% | -1.9% |
| 3M | +5.8% | -14.4% | +20.2% | +6.4% |
| 6M | +10.6% | -32.8% | +43.4% | +12.1% |
| YTD | +17.2% | -39.2% | +56.3% | +19.2% |
| 1Y | +17.6% | -57.7% | +75.3% | +21.1% |
| 3Y | +124.3% | -55.3% | +179.5% | +125.9% |
| 5Y | +125.1% | +15.6% | +109.5% | +86.6% |
| All | +125.1% | +16.0% | +109.1% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling