+74.2%
OTIS vs PFG
+460.7%
-386.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.2% | +0.1% |
| 7D | -0.7% | +5.5% | -6.3% | -2.6% |
| 30D | -2.0% | +2.4% | -4.4% | -2.9% |
| 3M | +2.6% | +13.6% | -11.0% | -2.1% |
| 6M | -20.9% | +27.9% | -48.8% | -27.6% |
| YTD | -17.1% | +35.6% | -52.7% | -25.8% |
| 1Y | -15.9% | +48.5% | -64.4% | -27.2% |
| 3Y | -12.7% | +66.9% | -79.6% | -28.5% |
| 5Y | -15.7% | +111.0% | -126.7% | -36.6% |
| All | +74.2% | +460.7% | -386.4% | -5.4% |
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