+4.3%
OTIS vs PAAS
+71.7%
-67.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | +4.2% | +8.4% | -4.2% | +3.5% |
| 30D | +20.1% | -7.2% | +27.3% | +20.7% |
| 3M | +7.6% | -14.0% | +21.6% | +8.6% |
| 6M | +4.2% | -26.8% | +30.9% | +6.4% |
| YTD | -8.1% | -19.8% | +11.7% | -7.6% |
| 1Y | -11.5% | +22.8% | -34.3% | -15.0% |
| 3Y | +3.8% | +183.6% | -179.8% | -12.0% |
| All | +4.3% | +71.7% | -67.4% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling