+26.4%
PEP vs OPEN
-70.7%
+97.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -1.4% | -4.3% | +2.9% | -1.4% |
| 30D | +0.2% | -16.2% | +16.5% | +0.4% |
| 3M | -1.1% | -36.4% | +35.2% | -0.8% |
| 6M | -13.5% | -35.5% | +22.0% | -13.2% |
| YTD | -1.2% | -46.0% | +44.8% | -0.8% |
| 1Y | -1.6% | -47.1% | +45.6% | -1.6% |
| 3Y | -12.5% | -19.0% | +6.5% | -14.6% |
| 5Y | +3.0% | -83.6% | +86.6% | -1.3% |
| All | +26.4% | -70.7% | +97.1% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling