+66.1%
OTIS vs PFG
+452.4%
-386.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.3% |
| 7D | -5.0% | -3.0% | -2.0% | -4.0% |
| 30D | -6.5% | +2.5% | -9.0% | -7.4% |
| 3M | -2.0% | +6.1% | -8.0% | -4.1% |
| 6M | -20.2% | +31.3% | -51.5% | -27.6% |
| YTD | -21.0% | +33.6% | -54.5% | -28.9% |
| 1Y | -20.9% | +48.5% | -69.4% | -31.5% |
| 3Y | -13.3% | +69.6% | -82.9% | -29.4% |
| 5Y | -18.5% | +111.5% | -130.0% | -38.7% |
| All | +66.1% | +452.4% | -386.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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