+71.4%
OTIS vs PENG
+497.2%
-425.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -0.8% | +7.8% | -8.6% | -1.4% |
| 30D | -4.7% | -12.2% | +7.5% | -3.8% |
| 3M | +1.2% | -20.6% | +21.9% | +1.6% |
| 6M | -20.5% | +180.9% | -201.5% | -31.8% |
| YTD | -18.4% | +162.3% | -180.7% | -29.8% |
| 1Y | -18.1% | +107.3% | -125.4% | -27.9% |
| 3Y | -10.6% | +110.8% | -121.3% | -26.2% |
| 5Y | -16.1% | +117.8% | -133.9% | -33.4% |
| All | +71.4% | +497.2% | -425.8% | +10.8% |
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