-72.2%
OPEN vs PFG
+252.2%
-324.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.6% |
| 7D | -2.9% | +3.2% | -6.1% | -5.3% |
| 30D | -13.8% | +0.9% | -14.7% | -14.6% |
| 3M | -30.9% | +7.7% | -38.6% | -34.9% |
| 6M | -40.9% | +29.0% | -69.9% | -51.3% |
| YTD | -48.5% | +32.5% | -81.0% | -58.3% |
| 1Y | -50.9% | +47.3% | -98.2% | -62.9% |
| 3Y | -20.6% | +68.2% | -88.9% | -44.3% |
| 5Y | -84.2% | +108.5% | -192.6% | -88.9% |
| All | -72.2% | +252.2% | -324.5% | -78.4% |
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