-84.0%
OPEN vs PTC
+6.0%
-90.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.7% | +6.9% |
| 7D | -4.3% | -10.3% | +6.0% | +6.6% |
| 30D | -16.2% | +1.1% | -17.4% | -18.9% |
| 3M | -36.4% | +1.6% | -38.0% | -40.5% |
| 6M | -35.5% | -13.5% | -22.0% | -28.4% |
| YTD | -46.0% | -19.1% | -26.9% | -36.1% |
| 1Y | -47.1% | -33.9% | -13.3% | -19.1% |
| 3Y | -19.0% | -3.9% | -15.1% | -31.1% |
| All | -84.0% | +6.0% | -90.0% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling