-89.0%
OPEN vs PBF
+580.8%
-669.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | -15.0% | +6.5% | -21.5% | -15.6% |
| 30D | -40.2% | -20.0% | -20.2% | -38.8% |
| 3M | -67.4% | -3.3% | -64.1% | -67.5% |
| 6M | -74.0% | +76.8% | -150.8% | -76.0% |
| YTD | -79.6% | +168.9% | -248.5% | -82.4% |
| 1Y | -86.1% | +96.4% | -182.5% | -87.5% |
| 3Y | -41.4% | +77.2% | -118.6% | -48.4% |
| 5Y | -94.9% | +417.7% | -512.6% | -95.8% |
| All | -89.0% | +580.8% | -669.8% | -89.3% |
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