+11.2%
OTIS vs PCOR
-10.3%
+21.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +4.2% | +22.7% | -18.5% | +1.2% |
| 30D | +20.1% | +37.5% | -17.4% | +14.9% |
| 3M | +7.6% | +35.2% | -27.6% | +2.9% |
| 6M | +4.2% | +42.2% | -38.1% | -1.5% |
| YTD | -8.1% | +3.6% | -11.6% | -9.8% |
| 1Y | -11.5% | -4.8% | -6.8% | -12.1% |
| 3Y | +3.8% | +48.3% | -44.5% | -6.8% |
| 5Y | +5.0% | -20.1% | +25.1% | -2.8% |
| All | +11.2% | -10.3% | +21.5% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling