-59.4%
OPEN vs PBF
+7.9%
-67.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.6% | -20.2% | -21.9% |
| 7D | -22.2% | -13.8% | -8.5% | -23.9% |
| 30D | -38.3% | -19.6% | -18.7% | -39.9% |
| 3M | -59.4% | +10.3% | -69.6% | -59.4% |
| All | -59.4% | +7.9% | -67.2% | -59.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling