-71.4%
OPEN vs PBR
+74.7%
-146.1%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -7.0% | +20.8% | +12.7% |
| 7D | +3.7% | -11.0% | +14.6% | +2.3% |
| 30D | -14.3% | -18.8% | +4.5% | -16.1% |
| 3M | -51.9% | +7.8% | -59.8% | -52.5% |
| 6M | -61.4% | -7.6% | -53.8% | -60.4% |
| YTD | -66.0% | +72.7% | -138.7% | -71.7% |
| 1Y | -71.4% | +72.9% | -144.3% | -75.8% |
| All | -71.4% | +74.7% | -146.1% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling