-83.6%
OPEN vs PEG
+38.2%
-121.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.9% |
| 7D | +1.0% | +1.0% | 0.0% | +0.4% |
| 30D | -11.9% | -1.9% | -10.0% | -11.1% |
| 3M | -28.8% | -3.7% | -25.1% | -27.7% |
| 6M | -38.6% | -9.4% | -29.2% | -35.8% |
| YTD | -47.3% | -6.0% | -41.3% | -46.3% |
| 1Y | -49.2% | -4.4% | -44.8% | -49.0% |
| 3Y | -18.8% | +33.5% | -52.3% | -37.6% |
| 5Y | -83.6% | +35.7% | -119.4% | -86.5% |
| All | -83.6% | +38.2% | -121.8% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling