-18.5%
OTIS vs PFGC
+105.5%
-124.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -5.0% | -4.8% | -0.2% | -3.8% |
| 30D | -6.5% | -17.2% | +10.7% | -2.1% |
| 3M | -2.0% | -6.3% | +4.4% | -0.5% |
| 6M | -20.2% | +8.8% | -29.0% | -22.2% |
| YTD | -21.0% | +4.9% | -25.9% | -22.6% |
| 1Y | -20.9% | -9.5% | -11.4% | -19.6% |
| 3Y | -13.3% | +59.6% | -72.9% | -25.4% |
| 5Y | -18.5% | +113.5% | -132.0% | -35.6% |
| All | -18.5% | +105.5% | -124.0% | -35.6% |
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