+9.1%
OTIS vs PCOR
-7.7%
+16.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | -2.9% | +2.5% | -5.4% | -3.2% |
| 30D | +16.1% | +37.9% | -21.8% | +11.0% |
| 3M | +6.7% | +32.0% | -25.2% | +2.4% |
| 6M | +6.0% | +54.7% | -48.7% | -1.0% |
| YTD | -9.8% | +6.6% | -16.4% | -11.8% |
| 1Y | -12.3% | -1.7% | -10.7% | -13.3% |
| 3Y | -0.2% | +49.0% | -49.2% | -10.3% |
| 5Y | +1.0% | -12.5% | +13.5% | -7.3% |
| All | +9.1% | -7.7% | +16.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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