-84.2%
OPEN vs PNR
-20.5%
-63.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | +0.1% |
| 7D | -2.9% | -3.9% | +1.0% | +2.1% |
| 30D | -13.8% | -13.8% | 0.0% | +4.0% |
| 3M | -30.9% | -22.5% | -8.3% | -10.0% |
| 6M | -40.9% | -37.2% | -3.8% | +0.4% |
| YTD | -48.5% | -44.2% | -4.3% | +1.4% |
| 1Y | -50.9% | -46.6% | -4.3% | +4.6% |
| 3Y | -20.6% | -12.5% | -8.1% | -20.8% |
| 5Y | -84.2% | -19.3% | -64.8% | -86.3% |
| All | -84.2% | -20.5% | -63.7% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling