-87.9%
OPEN vs PEG
+84.2%
-172.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.6% | -6.9% |
| 7D | -24.7% | +2.6% | -27.3% | -25.3% |
| 30D | -41.0% | +3.3% | -44.3% | -41.6% |
| 3M | -62.4% | +1.1% | -63.4% | -62.5% |
| 6M | -73.9% | -1.4% | -72.4% | -73.9% |
| YTD | -77.5% | -4.6% | -73.0% | -77.3% |
| 1Y | -83.6% | -7.2% | -76.4% | -83.2% |
| 3Y | -37.0% | +33.7% | -70.8% | -44.6% |
| 5Y | -93.3% | +40.8% | -134.1% | -94.1% |
| All | -87.9% | +84.2% | -172.0% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling