-10.1%
OTIS vs PENG
+120.5%
-130.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -9.1% | +13.0% | +3.4% |
| 7D | +9.5% | -20.5% | +30.0% | +8.7% |
| 30D | +21.1% | -20.4% | +41.5% | +20.2% |
| 3M | +9.0% | -16.4% | +25.4% | +8.4% |
| 6M | +6.4% | +49.2% | -42.8% | +2.5% |
| YTD | -7.1% | +147.2% | -154.3% | -13.8% |
| 1Y | -10.1% | +124.7% | -134.8% | -16.5% |
| All | -10.1% | +120.5% | -130.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling