-4.6%
PEP vs OPEN
-17.5%
+12.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.3% |
| 7D | +6.7% | -5.8% | +12.5% | +6.7% |
| 30D | +13.5% | -21.1% | +34.7% | +13.7% |
| 3M | +3.9% | -52.4% | +56.3% | +4.6% |
| 6M | -6.0% | -65.8% | +59.8% | -5.2% |
| YTD | +2.5% | -69.3% | +71.8% | +3.3% |
| 1Y | +3.9% | -75.2% | +79.2% | +4.9% |
| All | -4.6% | -17.5% | +12.9% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling