-24.0%
PFE vs OPEN
-94.5%
+70.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.5% | +7.4% | -1.9% |
| 7D | -2.1% | -31.0% | +28.9% | -1.4% |
| 30D | +3.1% | -41.5% | +44.6% | +4.2% |
| 3M | +11.2% | -64.6% | +75.8% | +13.5% |
| 6M | +15.0% | -73.8% | +88.8% | +18.1% |
| YTD | +23.5% | -78.8% | +102.4% | +27.1% |
| 1Y | +18.9% | -86.8% | +105.7% | +23.5% |
| 3Y | +18.7% | -40.6% | +59.4% | +15.3% |
| 5Y | -24.0% | -94.7% | +70.6% | -41.3% |
| All | -24.0% | -94.5% | +70.5% | -41.3% |
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 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