-47.1%
OPEN vs PBR
+70.4%
-117.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.5% |
| 7D | -4.3% | +8.6% | -12.8% | -3.5% |
| 30D | -16.2% | +12.8% | -29.0% | -15.3% |
| 3M | -36.4% | +14.7% | -51.0% | -35.3% |
| 6M | -35.5% | +25.2% | -60.6% | -34.8% |
| YTD | -46.0% | +77.1% | -123.1% | -43.2% |
| 1Y | -47.1% | +69.6% | -116.7% | -45.5% |
| All | -47.1% | +70.4% | -117.5% | -45.5% |
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