+74.2%
OTIS vs PBF
+1,085.9%
-1,011.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -0.7% | +4.3% | -5.0% | -1.0% |
| 30D | -2.0% | +22.0% | -24.0% | -3.4% |
| 3M | +2.6% | +74.5% | -71.9% | -1.7% |
| 6M | -20.9% | +67.7% | -88.6% | -24.5% |
| YTD | -17.1% | +179.2% | -196.3% | -24.2% |
| 1Y | -15.9% | +170.0% | -185.9% | -23.3% |
| 3Y | -12.7% | +66.4% | -79.1% | -18.9% |
| 5Y | -15.7% | +764.5% | -780.2% | -34.8% |
| All | +74.2% | +1,085.9% | -1,011.7% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling