-16.1%
OTIS vs PAAS
+117.9%
-134.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.6% |
| 7D | -0.8% | +2.0% | -2.8% | -0.9% |
| 30D | -4.7% | -0.1% | -4.7% | -4.8% |
| 3M | +1.2% | +8.2% | -7.0% | +0.3% |
| 6M | -20.5% | -13.8% | -6.7% | -19.9% |
| YTD | -18.4% | -0.6% | -17.8% | -19.3% |
| 1Y | -18.1% | +44.0% | -62.1% | -22.4% |
| 3Y | -10.6% | +246.6% | -257.1% | -25.2% |
| 5Y | -16.1% | +116.1% | -132.2% | -28.6% |
| All | -16.1% | +117.9% | -134.0% | -28.6% |
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