+69.1%
OTIS vs PEG
+136.4%
-67.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.0% | -0.9% | -2.1% | -2.7% |
| 30D | -6.0% | -3.7% | -2.3% | -4.8% |
| 3M | -0.9% | -7.3% | +6.4% | +1.6% |
| 6M | -17.3% | -10.5% | -6.8% | -14.3% |
| YTD | -19.6% | -7.5% | -12.1% | -17.7% |
| 1Y | -21.0% | -8.7% | -12.3% | -19.0% |
| 3Y | -12.1% | +31.4% | -43.4% | -22.8% |
| 5Y | -17.1% | +37.8% | -54.9% | -28.9% |
| All | +69.1% | +136.4% | -67.3% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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