+69.1%
OTIS vs PHM
+556.6%
-487.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.4% |
| 7D | -3.0% | -5.0% | +2.0% | -1.7% |
| 30D | -6.0% | -8.4% | +2.4% | -3.8% |
| 3M | -0.9% | -4.4% | +3.6% | +0.1% |
| 6M | -17.3% | -3.7% | -13.6% | -16.9% |
| YTD | -19.6% | +1.3% | -20.8% | -20.4% |
| 1Y | -21.0% | -14.0% | -7.0% | -18.6% |
| 3Y | -12.1% | +48.1% | -60.2% | -23.1% |
| 5Y | -17.1% | +158.8% | -175.9% | -38.7% |
| All | +69.1% | +556.6% | -487.5% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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