-30.0%
OPEN vs PBF
+59.0%
-89.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.6% | -20.2% | -21.5% |
| 7D | -22.2% | -13.8% | -8.5% | -20.3% |
| 30D | -38.3% | -19.6% | -18.7% | -36.2% |
| 3M | -59.4% | +10.3% | -69.6% | -60.9% |
| 6M | -74.4% | +63.4% | -137.8% | -77.5% |
| YTD | -76.0% | +152.6% | -228.6% | -81.9% |
| 1Y | -78.7% | +87.4% | -166.0% | -82.5% |
| 3Y | -30.0% | +63.3% | -93.3% | -42.9% |
| All | -30.0% | +59.0% | -89.0% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling