-71.6%
OPEN vs PPG
+19.3%
-90.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | 0.0% |
| 7D | +1.0% | 0.0% | +1.0% | +0.9% |
| 30D | -11.9% | -7.8% | -4.1% | -4.4% |
| 3M | -28.8% | -2.2% | -26.6% | -27.5% |
| 6M | -38.6% | +4.1% | -42.7% | -42.1% |
| YTD | -47.3% | +9.1% | -56.4% | -53.2% |
| 1Y | -49.2% | +1.0% | -50.1% | -50.5% |
| 3Y | -18.8% | -13.3% | -5.5% | -5.0% |
| 5Y | -83.6% | -19.2% | -64.4% | -80.9% |
| All | -71.6% | +19.3% | -90.9% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling