+79.3%
PR vs BLDR
-55.3%
+134.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.8% |
| 7D | +2.9% | -2.8% | +5.8% | +3.2% |
| 30D | +18.0% | -13.3% | +31.3% | +19.5% |
| 3M | +16.9% | -12.3% | +29.1% | +17.4% |
| 6M | +28.2% | -31.5% | +59.7% | +33.9% |
| YTD | +69.3% | -36.1% | +105.4% | +78.2% |
| 1Y | +69.5% | -54.1% | +123.6% | +91.8% |
| All | +79.3% | -55.3% | +134.6% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling