-18.5%
OTIS vs PAYC
-54.0%
+35.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -5.0% | -10.2% | +5.2% | -3.4% |
| 30D | -6.5% | +2.0% | -8.4% | -6.9% |
| 3M | -2.0% | +58.3% | -60.2% | -9.8% |
| 6M | -20.2% | +64.5% | -84.7% | -27.4% |
| YTD | -21.0% | +36.5% | -57.5% | -25.9% |
| 1Y | -20.9% | -1.3% | -19.6% | -21.5% |
| 3Y | -13.3% | -22.1% | +8.8% | -12.5% |
| 5Y | -18.5% | -53.3% | +34.8% | -14.3% |
| All | -18.5% | -54.0% | +35.5% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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