-84.0%
OPEN vs PBR
+544.5%
-628.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.9% |
| 3M | -30.9% | +20.9% | -51.8% | -34.1% |
| 6M | -40.9% | +20.2% | -61.2% | -44.0% |
| YTD | -48.5% | +84.3% | -132.8% | -56.2% |
| 1Y | -50.9% | +77.1% | -128.0% | -57.9% |
| 3Y | -20.6% | +100.8% | -121.4% | -34.7% |
| All | -84.0% | +544.5% | -628.5% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling