-86.9%
OPEN vs PPL
+71.4%
-158.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | -21.7% | -1.2% | -20.4% | -21.1% |
| 30D | -36.5% | +4.2% | -40.7% | -37.9% |
| 3M | -59.5% | +1.5% | -61.1% | -59.9% |
| 6M | -71.9% | +1.0% | -72.9% | -72.3% |
| YTD | -75.8% | +4.4% | -80.2% | -76.7% |
| 1Y | -78.5% | +0.8% | -79.3% | -78.8% |
| 3Y | -30.2% | +56.5% | -86.7% | -47.4% |
| 5Y | -93.3% | +47.7% | -141.0% | -94.6% |
| All | -86.9% | +71.4% | -158.3% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling