-71.4%
OPEN vs PNR
-31.2%
-40.2%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +3.3% | +10.5% | +12.7% |
| 7D | +3.7% | +11.9% | -8.2% | +0.1% |
| 30D | -14.3% | +37.1% | -51.4% | -22.8% |
| 3M | -51.9% | +5.7% | -57.6% | -53.2% |
| 6M | -61.4% | -5.7% | -55.7% | -61.4% |
| YTD | -66.0% | -29.8% | -36.2% | -61.9% |
| 1Y | -71.4% | -31.8% | -39.6% | -65.0% |
| All | -71.4% | -31.2% | -40.2% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling