-79.2%
OPEN vs PCOR
-30.9%
-48.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +4.1% |
| 7D | -4.3% | -9.0% | +4.7% | +3.2% |
| 30D | -16.2% | +4.2% | -20.4% | -19.6% |
| 3M | -36.4% | +14.4% | -50.8% | -44.6% |
| 6M | -35.5% | +0.2% | -35.6% | -40.0% |
| YTD | -46.0% | -20.3% | -25.7% | -40.7% |
| 1Y | -47.1% | -16.1% | -31.0% | -46.0% |
| 3Y | -19.0% | -14.7% | -4.3% | -25.6% |
| 5Y | -83.6% | -43.2% | -40.4% | -82.9% |
| All | -79.2% | -30.9% | -48.2% | -79.3% |
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