-10.5%
OPEN vs PENG
+153.0%
-163.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -23.0% | +13.4% | -2.3% |
| 7D | -5.8% | -36.7% | +30.9% | +7.3% |
| 30D | -21.1% | -42.0% | +20.9% | -9.5% |
| 3M | -52.4% | -33.2% | -19.2% | -48.9% |
| 6M | -65.8% | +2.1% | -67.9% | -72.7% |
| YTD | -69.3% | +90.3% | -159.6% | -82.6% |
| 1Y | -75.2% | +67.7% | -142.9% | -85.1% |
| All | -10.5% | +153.0% | -163.5% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling