+84.5%
PR vs BLDR
+479.0%
-394.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | +6.0% | -3.0% | +9.0% | +6.8% |
| 30D | -4.2% | +20.1% | -24.3% | -11.4% |
| 3M | +10.0% | -17.5% | +27.5% | +14.8% |
| 6M | +15.6% | -16.1% | +31.7% | +16.3% |
| YTD | +68.2% | -41.0% | +109.2% | +87.9% |
| 1Y | +79.2% | -41.6% | +120.8% | +99.9% |
| 3Y | +94.9% | -50.8% | +145.7% | +113.9% |
| 5Y | +272.8% | -10.8% | +283.5% | +186.2% |
| All | +84.5% | +479.0% | -394.5% | -14.2% |
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