+32.2%
PEP vs OPEN
-87.3%
+119.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | +0.2% |
| 7D | +1.1% | -31.1% | +32.1% | +1.4% |
| 30D | +13.6% | -34.7% | +48.3% | +14.0% |
| 3M | +5.1% | -61.9% | +67.0% | +6.0% |
| 6M | -1.6% | -71.9% | +70.2% | -0.6% |
| YTD | +3.3% | -76.6% | +79.9% | +4.5% |
| 1Y | +3.2% | -83.9% | +87.1% | +4.7% |
| 3Y | -3.9% | -34.4% | +30.5% | -5.9% |
| 5Y | +4.0% | -93.9% | +98.0% | +0.2% |
| All | +32.2% | -87.3% | +119.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 10y: compounded portfolio wealth divided by compounded OPEN 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…
10y analysis · Full analysis span regression · 6 months rolling