-88.6%
OPEN vs PFG
+249.0%
-337.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.5% | -8.0% | -8.4% |
| 7D | -31.0% | +0.1% | -31.1% | -30.9% |
| 30D | -41.5% | +5.0% | -46.4% | -43.0% |
| 3M | -64.6% | +0.1% | -64.7% | -64.5% |
| 6M | -73.8% | +13.8% | -87.6% | -76.2% |
| YTD | -78.8% | +31.2% | -110.1% | -82.6% |
| 1Y | -86.8% | +37.1% | -123.9% | -89.5% |
| 3Y | -40.6% | +80.6% | -121.2% | -59.8% |
| 5Y | -94.7% | +93.7% | -188.4% | -96.2% |
| All | -88.6% | +249.0% | -337.6% | -91.0% |
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