-88.2%
OPEN vs PCOR
-10.0%
-78.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -5.8% | +23.7% | -29.5% | -21.0% |
| 30D | -21.1% | +39.0% | -60.1% | -39.6% |
| 3M | -52.4% | +35.8% | -88.1% | -63.6% |
| 6M | -65.8% | +38.2% | -104.0% | -75.0% |
| YTD | -69.3% | +3.9% | -73.2% | -73.1% |
| 1Y | -75.2% | +5.7% | -80.9% | -79.0% |
| 3Y | -14.4% | +44.8% | -59.1% | -49.6% |
| 5Y | -92.0% | -19.8% | -72.2% | -93.4% |
| All | -88.2% | -10.0% | -78.2% | -90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 all: compounded portfolio wealth divided by compounded PCOR 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…
all analysis · Full analysis span regression · 6 months rolling