-93.6%
OPEN vs PTC
+55.9%
-149.6%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.2% | -22.0% | -22.0% |
| 7D | -22.2% | -0.2% | -22.0% | -22.0% |
| 30D | -38.3% | +0.8% | -39.1% | -38.8% |
| 3M | -59.4% | +32.1% | -91.5% | -71.5% |
| 6M | -74.4% | +42.6% | -117.0% | -84.5% |
| YTD | -76.0% | +12.0% | -88.0% | -80.7% |
| 1Y | -78.7% | +12.2% | -90.8% | -82.9% |
| 3Y | -30.0% | +31.2% | -61.2% | -60.9% |
| All | -93.6% | +55.9% | -149.6% | -96.9% |
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