-16.8%
OPEN vs PPL
+57.3%
-74.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -4.3% | +2.7% | -6.9% | -5.7% |
| 30D | -16.2% | +0.5% | -16.7% | -16.5% |
| 3M | -36.4% | +0.7% | -37.0% | -37.1% |
| 6M | -35.5% | -7.6% | -27.9% | -32.9% |
| YTD | -46.0% | +1.8% | -47.8% | -47.8% |
| 1Y | -47.1% | -0.8% | -46.4% | -47.7% |
| All | -16.8% | +57.3% | -74.0% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling