+91.2%
OTIS vs PENG
+419.7%
-328.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +1.7% | -16.1% | +17.8% | +2.6% |
| 30D | +18.5% | -41.5% | +59.9% | +22.3% |
| 3M | +7.9% | -19.1% | +27.0% | +7.9% |
| 6M | +5.7% | +0.9% | +4.8% | +0.7% |
| YTD | -9.1% | +128.2% | -137.3% | -22.0% |
| 1Y | -11.6% | +98.6% | -110.2% | -23.1% |
| 3Y | +0.6% | +188.2% | -187.6% | -20.9% |
| 5Y | +1.8% | +55.5% | -53.7% | -17.2% |
| All | +91.2% | +419.7% | -328.5% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling