+107.3%
PR vs BLDR
+382.3%
-275.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.5% |
| 7D | +2.9% | -2.8% | +5.8% | +3.8% |
| 30D | +18.0% | -13.3% | +31.3% | +23.1% |
| 3M | +16.9% | -12.3% | +29.1% | +18.8% |
| 6M | +28.2% | -31.5% | +59.7% | +39.8% |
| YTD | +69.3% | -36.1% | +105.4% | +87.3% |
| 1Y | +69.5% | -54.1% | +123.6% | +110.7% |
| 3Y | +81.7% | -55.8% | +137.5% | +111.4% |
| 5Y | +422.2% | +20.7% | +401.5% | +261.4% |
| All | +107.3% | +382.3% | -275.0% | -3.5% |
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