-86.9%
OPEN vs PFG
+256.5%
-343.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | -2.3% |
| 7D | -21.7% | +2.3% | -24.0% | -22.4% |
| 30D | -36.5% | +7.6% | -44.1% | -39.3% |
| 3M | -59.5% | +2.5% | -62.1% | -60.2% |
| 6M | -71.9% | +16.6% | -88.5% | -74.9% |
| YTD | -75.8% | +34.1% | -109.9% | -80.5% |
| 1Y | -78.5% | +44.1% | -122.6% | -83.5% |
| 3Y | -30.2% | +86.3% | -116.5% | -53.7% |
| 5Y | -93.3% | +101.6% | -194.9% | -95.3% |
| All | -86.9% | +256.5% | -343.4% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling