+10.9%
OTIS vs PCOR
-9.0%
+19.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | +0.5% | +22.2% | -21.7% | -2.3% |
| 30D | +19.4% | +36.0% | -16.6% | +14.4% |
| 3M | +7.1% | +34.0% | -26.9% | +2.5% |
| 6M | +6.6% | +43.5% | -36.9% | +0.6% |
| YTD | -8.3% | +5.1% | -13.4% | -10.2% |
| 1Y | -11.6% | -3.9% | -7.6% | -12.3% |
| 3Y | +3.1% | +52.9% | -49.8% | -7.8% |
| 5Y | +2.5% | -18.7% | +21.1% | -5.4% |
| All | +10.9% | -9.0% | +19.9% | +3.2% |
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