+2,393.1%
PWR vs BLDR
+372.1%
+2,021.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.1% |
| 7D | -0.2% | -8.1% | +7.9% | +2.2% |
| 30D | -7.7% | -21.5% | +13.7% | -1.3% |
| 3M | -4.9% | -21.0% | +16.0% | +0.4% |
| 6M | +9.7% | -37.1% | +46.8% | +23.1% |
| YTD | +46.7% | -42.7% | +89.4% | +67.6% |
| 1Y | +58.7% | -58.0% | +116.7% | +99.1% |
| 3Y | +200.7% | -57.8% | +258.6% | +255.3% |
| 5Y | +438.6% | +10.3% | +428.3% | +331.4% |
| All | +2,393.1% | +372.1% | +2,021.0% | +1,038.4% |
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 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