-88.6%
OPEN vs PENG
+284.5%
-373.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.7% | -11.2% | -10.2% |
| 7D | -31.0% | +34.6% | -65.6% | -39.9% |
| 30D | -41.5% | -35.9% | -5.5% | -33.5% |
| 3M | -64.6% | -14.7% | -49.9% | -65.4% |
| 6M | -73.8% | +13.5% | -87.3% | -79.9% |
| YTD | -78.8% | +156.1% | -235.0% | -89.7% |
| 1Y | -86.8% | +141.3% | -228.1% | -93.4% |
| 3Y | -40.6% | +223.4% | -264.1% | -76.7% |
| 5Y | -94.7% | +67.4% | -162.1% | -97.4% |
| All | -88.6% | +284.5% | -373.1% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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