-87.0%
OPEN vs PTC
+148.8%
-235.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +0.2% | -22.0% | -22.0% |
| 7D | -22.2% | -0.2% | -22.0% | -22.1% |
| 30D | -38.3% | +0.8% | -39.1% | -38.7% |
| 3M | -59.4% | +32.1% | -91.5% | -70.8% |
| 6M | -74.4% | +42.6% | -117.0% | -83.7% |
| YTD | -76.0% | +12.0% | -88.0% | -80.7% |
| 1Y | -78.7% | +12.2% | -90.8% | -82.8% |
| 3Y | -30.0% | +31.2% | -61.2% | -55.1% |
| 5Y | -93.7% | +54.9% | -148.6% | -96.3% |
| All | -87.0% | +148.8% | -235.9% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling