-47.1%
OPEN vs PPL
-0.5%
-46.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.3% | +2.7% | -6.9% | -4.8% |
| 30D | -16.2% | +0.5% | -16.7% | -16.3% |
| 3M | -36.4% | +0.7% | -37.0% | -36.9% |
| 6M | -35.5% | -7.6% | -27.9% | -33.2% |
| YTD | -46.0% | +1.8% | -47.8% | -49.4% |
| 1Y | -47.1% | -0.8% | -46.4% | -43.2% |
| All | -47.1% | -0.5% | -46.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 1y: compounded portfolio wealth divided by compounded PPL 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…
1y analysis · Full analysis span regression · 6 months rolling