-39.2%
OPEN vs PNR
+15.6%
-54.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.7% | -7.8% | -7.9% |
| 7D | -31.0% | -2.3% | -28.7% | -28.9% |
| 30D | -41.5% | +29.3% | -70.7% | -54.4% |
| 3M | -64.6% | +4.1% | -68.7% | -65.8% |
| 6M | -73.8% | -8.6% | -65.2% | -72.5% |
| YTD | -78.8% | -33.6% | -45.2% | -68.0% |
| 1Y | -86.8% | -36.4% | -50.5% | -78.9% |
| All | -39.2% | +15.6% | -54.7% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling