+82.2%
PR vs BLDR
+473.7%
-391.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.6% | +5.6% | +3.2% |
| 7D | +6.7% | -8.2% | +14.9% | +9.5% |
| 30D | -6.1% | +16.3% | -22.4% | -12.2% |
| 3M | +6.9% | -17.0% | +23.8% | +11.3% |
| 6M | +14.6% | -17.4% | +32.0% | +15.9% |
| YTD | +66.1% | -41.6% | +107.7% | +86.2% |
| 1Y | +77.0% | -43.5% | +120.5% | +100.0% |
| 3Y | +93.8% | -51.6% | +145.5% | +114.1% |
| 5Y | +268.2% | -11.6% | +279.8% | +183.6% |
| All | +82.2% | +473.7% | -391.4% | -15.0% |
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