-10.9%
OTIS vs PENG
+101.4%
-112.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.6% |
| 7D | -0.7% | +4.5% | -5.3% | -0.9% |
| 30D | -2.0% | -7.1% | +5.1% | -1.9% |
| 3M | +2.6% | -27.3% | +29.8% | +3.1% |
| 6M | -20.9% | +169.6% | -190.5% | -26.6% |
| YTD | -17.1% | +164.6% | -181.7% | -23.1% |
| 1Y | -15.9% | +109.5% | -125.4% | -21.2% |
| All | -10.9% | +101.4% | -112.3% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling