+763.1%
PM vs BLDR
+1,025.5%
-262.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.2% |
| 7D | -4.9% | -2.8% | -2.0% | -4.7% |
| 30D | -3.4% | -13.3% | +9.9% | -2.3% |
| 3M | +5.2% | -12.3% | +17.4% | +6.0% |
| 6M | +3.7% | -31.5% | +35.2% | +6.4% |
| YTD | +15.8% | -36.1% | +51.8% | +19.2% |
| 1Y | +17.4% | -54.1% | +71.4% | +23.9% |
| 3Y | +116.9% | -55.8% | +172.7% | +125.2% |
| 5Y | +117.3% | +20.7% | +96.6% | +103.2% |
| 10Y | +193.8% | +390.2% | -196.5% | +135.2% |
| All | +763.1% | +1,025.5% | -262.4% | +437.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling