-87.0%
OPEN vs PPL
+71.8%
-158.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.6% | -21.2% | -21.5% |
| 7D | -22.2% | +0.4% | -22.6% | -22.4% |
| 30D | -38.3% | +5.4% | -43.8% | -40.1% |
| 3M | -59.4% | +4.3% | -63.6% | -60.3% |
| 6M | -74.4% | -1.3% | -73.0% | -74.3% |
| YTD | -76.0% | +4.7% | -80.7% | -76.9% |
| 1Y | -78.7% | +1.3% | -79.9% | -79.0% |
| 3Y | -30.0% | +57.2% | -87.2% | -47.3% |
| 5Y | -93.7% | +48.2% | -142.0% | -95.0% |
| All | -87.0% | +71.8% | -158.9% | -89.4% |
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