-87.0%
OPEN vs PBF
+539.5%
-626.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -1.6% | -20.2% | -21.6% |
| 7D | -22.2% | -13.8% | -8.5% | -21.0% |
| 30D | -38.3% | -19.6% | -18.7% | -37.0% |
| 3M | -59.4% | +10.3% | -69.6% | -60.2% |
| 6M | -74.4% | +63.4% | -137.8% | -76.1% |
| YTD | -76.0% | +152.6% | -228.6% | -79.1% |
| 1Y | -78.7% | +87.4% | -166.0% | -80.7% |
| 3Y | -30.0% | +63.3% | -93.3% | -37.8% |
| 5Y | -93.7% | +412.5% | -506.2% | -94.8% |
| All | -87.0% | +539.5% | -626.5% | -87.3% |
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