-20.9%
OTIS vs PBF
+167.4%
-188.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.0% |
| 7D | -5.0% | +2.3% | -7.3% | -4.9% |
| 30D | -6.5% | +11.6% | -18.0% | -5.8% |
| 3M | -2.0% | +81.7% | -83.7% | +1.9% |
| 6M | -20.2% | +96.4% | -116.6% | -17.1% |
| YTD | -21.0% | +189.5% | -210.4% | -18.6% |
| 1Y | -20.9% | +180.7% | -201.6% | -18.3% |
| All | -20.9% | +167.4% | -188.2% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling