-86.9%
OPEN vs PBF
+561.2%
-648.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.3% |
| 7D | -21.7% | -7.4% | -14.3% | -21.1% |
| 30D | -36.5% | -17.5% | -19.0% | -35.3% |
| 3M | -59.5% | +13.1% | -72.7% | -60.5% |
| 6M | -71.9% | +72.6% | -144.5% | -74.0% |
| YTD | -75.8% | +161.2% | -237.0% | -79.1% |
| 1Y | -78.5% | +93.3% | -171.8% | -80.7% |
| 3Y | -30.2% | +80.7% | -110.9% | -38.6% |
| 5Y | -93.3% | +396.1% | -489.4% | -94.4% |
| All | -86.9% | +561.2% | -648.1% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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