+0.6%
OTIS vs PBF
+419.4%
-418.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +1.0% |
| 7D | -1.3% | +6.5% | -7.7% | -1.5% |
| 30D | +12.8% | -20.0% | +32.8% | +13.4% |
| 3M | +7.4% | -3.3% | +10.7% | +7.3% |
| 6M | +7.7% | +76.8% | -69.1% | +5.1% |
| YTD | -9.3% | +168.9% | -178.2% | -14.1% |
| 1Y | -12.1% | +96.4% | -108.5% | -15.4% |
| 3Y | +0.6% | +77.2% | -76.6% | -4.5% |
| All | +0.6% | +419.4% | -418.8% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling