+4.4%
PEP vs OPEN
-94.8%
+99.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.9% | +2.3% |
| 7D | +2.9% | -15.0% | +17.9% | +3.1% |
| 30D | +12.5% | -40.2% | +52.7% | +13.2% |
| 3M | +4.5% | -67.4% | +71.9% | +6.0% |
| 6M | -0.5% | -74.0% | +73.5% | +1.1% |
| YTD | +4.4% | -79.6% | +84.0% | +6.2% |
| 1Y | +4.4% | -86.1% | +90.5% | +6.7% |
| 3Y | -3.4% | -41.4% | +38.0% | -6.4% |
| All | +4.4% | -94.8% | +99.3% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling