-18.7%
OPEN vs PBR
+97.2%
-115.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | -13.8% | +17.5% | -31.3% | -17.5% |
| 3M | -30.9% | +20.9% | -51.8% | -34.7% |
| 6M | -40.9% | +20.2% | -61.2% | -44.8% |
| YTD | -48.5% | +84.3% | -132.8% | -59.1% |
| 1Y | -50.9% | +77.1% | -128.0% | -60.7% |
| All | -18.7% | +97.2% | -115.9% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling