+224.0%
PPL vs BLDR
+389.2%
-165.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +4.0% | -0.2% |
| 7D | +0.4% | -3.7% | +4.1% | +0.7% |
| 30D | +5.4% | +16.8% | -11.3% | +3.9% |
| 3M | +4.3% | -13.7% | +18.0% | +5.3% |
| 6M | -1.3% | -21.9% | +20.5% | +0.2% |
| YTD | +4.7% | -39.2% | +43.9% | +8.1% |
| 1Y | +1.3% | -42.6% | +43.9% | +5.0% |
| 3Y | +57.2% | -50.2% | +107.4% | +62.1% |
| 5Y | +48.2% | -7.0% | +55.2% | +42.2% |
| 10Y | +62.7% | +584.2% | -521.5% | +28.5% |
| All | +224.0% | +389.2% | -165.2% | +111.4% |
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 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