-86.1%
OPEN vs PENG
+130.4%
-216.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.8% | -2.9% |
| 7D | -15.0% | +13.2% | -28.2% | -16.5% |
| 30D | -40.2% | -29.9% | -10.3% | -37.1% |
| 3M | -67.4% | -22.2% | -45.2% | -66.8% |
| 6M | -74.0% | -1.9% | -72.1% | -76.4% |
| YTD | -79.6% | +142.1% | -221.7% | -87.8% |
| 1Y | -86.1% | +151.5% | -237.6% | -92.0% |
| All | -86.1% | +130.4% | -216.4% | -92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling