+231.9%
PM vs OPEN
-70.7%
+302.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -4.9% | -4.3% | -0.6% | -4.9% |
| 30D | -3.4% | -16.2% | +12.8% | -3.3% |
| 3M | +5.2% | -36.4% | +41.5% | +5.4% |
| 6M | +3.7% | -35.5% | +39.2% | +3.9% |
| YTD | +15.8% | -46.0% | +61.7% | +16.0% |
| 1Y | +17.4% | -47.1% | +64.5% | +17.2% |
| 3Y | +116.9% | -19.0% | +135.9% | +112.9% |
| 5Y | +117.3% | -83.6% | +200.9% | +109.2% |
| All | +231.9% | -70.7% | +302.6% | +214.8% |
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 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