-30.0%
OPEN vs PTC
+32.2%
-62.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.2% | -22.0% | -21.9% |
| 7D | -22.2% | -0.2% | -22.0% | -22.1% |
| 30D | -38.3% | +0.8% | -39.1% | -38.5% |
| 3M | -59.4% | +32.1% | -91.5% | -65.2% |
| 6M | -74.4% | +42.6% | -117.0% | -79.7% |
| YTD | -76.0% | +12.0% | -88.0% | -76.8% |
| 1Y | -78.7% | +12.2% | -90.8% | -79.4% |
| 3Y | -30.0% | +31.2% | -61.2% | -57.8% |
| All | -30.0% | +32.2% | -62.2% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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