+93.2%
OTIS vs PENG
+387.0%
-293.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -1.5% |
| 7D | +4.2% | -19.4% | +23.7% | +5.4% |
| 30D | +20.1% | -42.4% | +62.5% | +24.1% |
| 3M | +7.6% | -25.6% | +33.2% | +8.3% |
| 6M | +4.2% | +7.3% | -3.1% | -1.8% |
| YTD | -8.1% | +113.9% | -121.9% | -20.8% |
| 1Y | -11.5% | +93.6% | -105.1% | -23.0% |
| 3Y | +3.8% | +170.2% | -166.4% | -17.9% |
| 5Y | +5.0% | +44.2% | -39.2% | -14.1% |
| All | +93.2% | +387.0% | -293.8% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling