-71.6%
OPEN vs PBF
+629.8%
-701.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.3% | -5.8% | -2.9% |
| 7D | +1.0% | +2.4% | -1.4% | +0.7% |
| 30D | -11.9% | +24.9% | -36.8% | -14.4% |
| 3M | -28.8% | +81.9% | -110.6% | -34.1% |
| 6M | -38.6% | +79.4% | -118.0% | -43.6% |
| YTD | -47.3% | +188.3% | -235.6% | -54.6% |
| 1Y | -49.2% | +177.3% | -226.4% | -56.1% |
| 3Y | -18.8% | +56.0% | -74.8% | -27.6% |
| 5Y | -83.6% | +804.0% | -887.6% | -86.6% |
| All | -71.6% | +629.8% | -701.4% | -72.5% |
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