+43.1%
PG vs OPEN
-71.4%
+114.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +2.0% | -0.6% |
| 7D | -0.4% | +1.0% | -1.4% | -0.4% |
| 30D | -0.1% | -11.9% | +11.8% | -0.1% |
| 3M | +1.1% | -28.8% | +29.9% | +1.3% |
| 6M | -3.8% | -38.6% | +34.8% | -3.6% |
| YTD | +3.8% | -47.3% | +51.2% | +4.1% |
| 1Y | -5.8% | -49.2% | +43.4% | -5.7% |
| 3Y | +3.0% | -18.8% | +21.8% | +2.0% |
| 5Y | +14.5% | -83.6% | +98.1% | +10.8% |
| All | +43.1% | -71.4% | +114.5% | +36.5% |
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