-73.5%
OPEN vs PBR
+74.3%
-147.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.4% |
| 7D | -11.4% | +5.4% | -16.8% | -11.4% |
| 30D | -20.1% | +22.9% | -42.9% | -20.4% |
| 3M | -37.6% | +19.6% | -57.2% | -37.5% |
| 6M | -47.1% | +16.5% | -63.5% | -48.0% |
| YTD | -52.1% | +86.7% | -138.8% | -58.4% |
| 1Y | -73.5% | +74.7% | -148.2% | -77.3% |
| All | -73.5% | +74.3% | -147.8% | -77.3% |
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