+88.8%
OTIS vs PFG
+442.9%
-354.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +14.0% | +5.0% | +9.0% | +12.1% |
| 3M | +4.9% | +0.1% | +4.9% | +4.6% |
| 6M | +5.4% | +13.8% | -8.4% | +0.4% |
| YTD | -10.2% | +31.2% | -41.4% | -18.8% |
| 1Y | -13.4% | +37.1% | -50.5% | -23.0% |
| 3Y | -0.7% | +80.6% | -81.3% | -21.0% |
| 5Y | -2.1% | +93.7% | -95.8% | -24.4% |
| All | +88.8% | +442.9% | -354.1% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling