-74.2%
OPEN vs PPG
+14.7%
-88.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.8% |
| 7D | -11.4% | -6.2% | -5.2% | -5.4% |
| 30D | -20.1% | -7.9% | -12.1% | -12.9% |
| 3M | -37.6% | -10.2% | -27.4% | -30.3% |
| 6M | -47.1% | +2.7% | -49.7% | -49.3% |
| YTD | -52.1% | +4.9% | -57.0% | -55.7% |
| 1Y | -73.5% | -3.2% | -70.3% | -73.3% |
| 3Y | -24.4% | -17.0% | -7.4% | -7.4% |
| 5Y | -85.1% | -23.3% | -61.8% | -81.9% |
| All | -74.2% | +14.7% | -88.9% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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