+0.6%
OTIS vs PFGC
+138.1%
-137.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -1.3% | +3.4% | -4.7% | -2.2% |
| 30D | +12.8% | +16.9% | -4.1% | +8.0% |
| 3M | +7.4% | +6.4% | +1.0% | +5.3% |
| 6M | +7.7% | +16.0% | -8.3% | +3.0% |
| YTD | -9.3% | +23.6% | -32.9% | -15.2% |
| 1Y | -12.1% | +16.6% | -28.7% | -16.6% |
| 3Y | +0.6% | +82.3% | -81.6% | -17.2% |
| All | +0.6% | +138.1% | -137.5% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 5y: compounded portfolio wealth divided by compounded PFGC 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…
5y analysis · Full analysis span regression · 6 months rolling