-73.0%
OPEN vs PTC
+35.7%
-108.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -7.1% |
| 7D | -24.7% | +1.3% | -26.0% | -24.7% |
| 30D | -41.0% | +1.1% | -42.1% | -41.0% |
| 3M | -62.4% | +30.1% | -92.5% | -62.2% |
| All | -73.0% | +35.7% | -108.7% | -73.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling