-70.8%
OPEN vs PBF
+606.7%
-677.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +2.0% | +0.8% |
| 7D | -4.3% | +4.3% | -8.5% | -4.8% |
| 30D | -16.2% | +22.0% | -38.2% | -18.4% |
| 3M | -36.4% | +74.5% | -110.9% | -40.8% |
| 6M | -35.5% | +67.7% | -103.1% | -40.2% |
| YTD | -46.0% | +179.2% | -225.2% | -53.3% |
| 1Y | -47.1% | +170.0% | -217.1% | -54.2% |
| 3Y | -19.0% | +66.4% | -85.4% | -28.1% |
| 5Y | -83.6% | +764.5% | -848.1% | -86.5% |
| All | -70.8% | +606.7% | -677.6% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling