+206.9%
PWR vs BLDR
-56.4%
+263.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.5% |
| 7D | +2.7% | -2.7% | +5.3% | +3.1% |
| 30D | -5.1% | -14.7% | +9.6% | -2.6% |
| 3M | -9.4% | -20.8% | +11.5% | -6.0% |
| 6M | +10.4% | -35.3% | +45.8% | +18.8% |
| YTD | +48.6% | -40.3% | +89.0% | +61.2% |
| 1Y | +68.0% | -56.3% | +124.3% | +96.0% |
| All | +206.9% | -56.4% | +263.3% | +257.4% |
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 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