+0.6%
OTIS vs PENG
+209.7%
-209.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.1% |
| 7D | -1.3% | +13.2% | -14.5% | -1.3% |
| 30D | +12.8% | -29.9% | +42.7% | +13.2% |
| 3M | +7.4% | -22.2% | +29.6% | +7.3% |
| 6M | +7.7% | -1.9% | +9.6% | +5.3% |
| YTD | -9.3% | +142.1% | -151.4% | -16.9% |
| 1Y | -12.1% | +151.5% | -163.6% | -19.8% |
| 3Y | +0.6% | +206.9% | -206.3% | -14.9% |
| All | +0.6% | +209.7% | -209.1% | -14.9% |
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 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