-17.1%
OPEN vs PBF
+64.9%
-82.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.9% |
| 7D | -4.3% | +4.3% | -8.5% | -5.1% |
| 30D | -16.2% | +22.0% | -38.2% | -19.8% |
| 3M | -36.4% | +74.5% | -110.9% | -43.9% |
| 6M | -35.5% | +67.7% | -103.1% | -43.6% |
| YTD | -46.0% | +179.2% | -225.2% | -59.0% |
| 1Y | -47.1% | +170.0% | -217.1% | -59.7% |
| All | -17.1% | +64.9% | -82.0% | -36.6% |
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