-94.7%
OPEN vs PPL
+45.5%
-140.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -0.5% | -9.0% | -9.1% |
| 7D | -31.0% | -2.2% | -28.8% | -29.6% |
| 30D | -41.5% | +1.7% | -43.1% | -42.4% |
| 3M | -64.6% | +0.1% | -64.7% | -64.8% |
| 6M | -73.8% | -1.5% | -72.2% | -73.8% |
| YTD | -78.8% | +3.0% | -81.8% | -80.0% |
| 1Y | -86.8% | -1.4% | -85.4% | -87.0% |
| 3Y | -40.6% | +53.5% | -94.1% | -65.3% |
| 5Y | -94.7% | +46.4% | -141.1% | -96.4% |
| All | -94.7% | +45.5% | -140.2% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling