+66.1%
OTIS vs PBF
+1,129.6%
-1,063.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.1% |
| 7D | -5.0% | +2.3% | -7.3% | -5.2% |
| 30D | -6.5% | +11.6% | -18.0% | -7.2% |
| 3M | -2.0% | +81.7% | -83.7% | -6.3% |
| 6M | -20.2% | +96.4% | -116.6% | -24.6% |
| YTD | -21.0% | +189.5% | -210.4% | -27.9% |
| 1Y | -20.9% | +180.7% | -201.6% | -28.0% |
| 3Y | -13.3% | +56.6% | -70.0% | -18.9% |
| 5Y | -18.5% | +802.0% | -820.5% | -37.1% |
| All | +66.1% | +1,129.6% | -1,063.5% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling