-19.6%
OTIS vs PAAS
+48.5%
-68.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.2% |
| 7D | -2.2% | +2.6% | -4.8% | -2.2% |
| 30D | -4.3% | +2.5% | -6.8% | -4.5% |
| 3M | -2.2% | +15.1% | -17.2% | -2.6% |
| 6M | -19.9% | -12.1% | -7.8% | -19.9% |
| YTD | -19.3% | +3.1% | -22.4% | -18.8% |
| 1Y | -19.6% | +50.8% | -70.4% | -19.2% |
| All | -19.6% | +48.5% | -68.1% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling