-74.1%
OPEN vs PNR
+62.9%
-137.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.4% | -5.3% | -5.1% |
| 7D | -10.5% | -5.5% | -5.1% | -4.7% |
| 30D | -21.8% | -15.6% | -6.2% | -5.5% |
| 3M | -37.5% | -20.2% | -17.3% | -23.4% |
| 6M | -44.1% | -36.6% | -7.5% | -11.8% |
| YTD | -52.0% | -45.0% | -7.0% | -11.4% |
| 1Y | -52.2% | -47.4% | -4.8% | -5.5% |
| 3Y | -25.9% | -13.7% | -12.2% | -18.5% |
| 5Y | -85.1% | -20.8% | -64.3% | -85.9% |
| All | -74.1% | +62.9% | -137.0% | -80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling