-85.1%
OPEN vs PPG
-24.6%
-60.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -4.3% |
| 7D | -10.5% | -5.1% | -5.4% | -4.6% |
| 30D | -21.8% | -9.6% | -12.2% | -11.5% |
| 3M | -37.5% | -6.4% | -31.1% | -32.6% |
| 6M | -44.1% | +0.5% | -44.6% | -46.1% |
| YTD | -52.0% | +4.4% | -56.4% | -56.7% |
| 1Y | -52.2% | -0.9% | -51.3% | -53.3% |
| 3Y | -25.9% | -17.0% | -9.0% | -6.3% |
| 5Y | -85.1% | -23.7% | -61.4% | -81.0% |
| All | -85.1% | -24.6% | -60.5% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling