+74.2%
OTIS vs PAAS
+333.2%
-258.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.2% |
| 7D | -0.7% | -2.9% | +2.2% | -0.5% |
| 30D | -2.0% | +6.8% | -8.8% | -2.6% |
| 3M | +2.6% | -2.9% | +5.5% | +2.5% |
| 6M | -20.9% | -16.4% | -4.5% | -20.3% |
| YTD | -17.1% | 0.0% | -17.1% | -17.8% |
| 1Y | -15.9% | +54.3% | -70.2% | -19.8% |
| 3Y | -12.7% | +230.7% | -243.4% | -23.1% |
| 5Y | -15.7% | +111.6% | -127.4% | -24.8% |
| All | +74.2% | +333.2% | -258.9% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling