-78.7%
OPEN vs PENG
+88.9%
-167.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +12.4% | -34.2% | -23.5% |
| 7D | -22.2% | -19.4% | -2.8% | -20.1% |
| 30D | -38.3% | -42.4% | +4.1% | -32.9% |
| 3M | -59.4% | -25.6% | -33.7% | -58.6% |
| 6M | -74.4% | +7.3% | -81.6% | -78.2% |
| YTD | -76.0% | +113.9% | -189.8% | -85.6% |
| 1Y | -78.7% | +93.6% | -172.2% | -86.4% |
| All | -78.7% | +88.9% | -167.6% | -86.4% |
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