+91.2%
OTIS vs PAAS
+236.6%
-145.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | -0.4% |
| 7D | +1.7% | +4.2% | -2.5% | +1.4% |
| 30D | +18.5% | -13.8% | +32.3% | +19.6% |
| 3M | +7.9% | -22.7% | +30.6% | +9.6% |
| 6M | +5.7% | -32.1% | +37.8% | +8.2% |
| YTD | -9.1% | -22.3% | +13.2% | -8.4% |
| 1Y | -11.6% | +7.7% | -19.2% | -13.3% |
| 3Y | +0.6% | +214.0% | -213.5% | -11.2% |
| 5Y | +1.8% | +63.2% | -61.4% | -7.6% |
| All | +91.2% | +236.6% | -145.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling