-70.8%
OPEN vs PFG
+260.5%
-331.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.8% |
| 7D | -4.3% | +5.5% | -9.8% | -8.1% |
| 30D | -16.2% | +2.4% | -18.6% | -17.9% |
| 3M | -36.4% | +13.6% | -49.9% | -42.5% |
| 6M | -35.5% | +27.9% | -63.3% | -46.4% |
| YTD | -46.0% | +35.6% | -81.5% | -56.9% |
| 1Y | -47.1% | +48.5% | -95.6% | -60.3% |
| 3Y | -19.0% | +66.9% | -85.9% | -43.2% |
| 5Y | -83.6% | +111.0% | -194.5% | -88.7% |
| All | -70.8% | +260.5% | -331.3% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling