-11.8%
OTIS vs PBF
+55.5%
-67.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.1% |
| 7D | -2.2% | +1.4% | -3.5% | -2.2% |
| 30D | -4.3% | +15.8% | -20.2% | -4.4% |
| 3M | -2.2% | +90.3% | -92.4% | -3.0% |
| 6M | -19.9% | +102.8% | -122.7% | -21.1% |
| YTD | -19.3% | +187.3% | -206.7% | -22.2% |
| 1Y | -19.6% | +161.8% | -181.4% | -22.4% |
| All | -11.8% | +55.5% | -67.3% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling