-93.6%
OPEN vs PENG
+42.1%
-135.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +12.4% | -34.2% | -26.8% |
| 7D | -22.2% | -19.4% | -2.8% | -18.2% |
| 30D | -38.3% | -42.4% | +4.1% | -26.7% |
| 3M | -59.4% | -25.6% | -33.7% | -58.1% |
| 6M | -74.4% | +7.3% | -81.6% | -80.9% |
| YTD | -76.0% | +113.9% | -189.8% | -88.3% |
| 1Y | -78.7% | +93.6% | -172.2% | -89.0% |
| 3Y | -30.0% | +170.2% | -200.2% | -74.0% |
| All | -93.6% | +42.1% | -135.7% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling