-83.4%
OPEN vs PENG
+185.6%
-269.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -23.0% | +13.4% | -0.3% |
| 7D | -5.8% | -36.7% | +30.9% | +10.7% |
| 30D | -21.1% | -42.0% | +20.9% | -6.5% |
| 3M | -52.4% | -33.2% | -19.2% | -47.9% |
| 6M | -65.8% | +2.1% | -67.9% | -72.9% |
| YTD | -69.3% | +90.3% | -159.6% | -82.9% |
| 1Y | -75.2% | +67.7% | -142.9% | -85.3% |
| 3Y | -14.4% | +154.2% | -168.6% | -62.6% |
| 5Y | -92.0% | +28.3% | -120.3% | -95.6% |
| All | -83.4% | +185.6% | -269.1% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling