+0.6%
OTIS vs PHM
+59.3%
-58.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -1.3% | -4.1% | +2.9% | -0.2% |
| 30D | +12.8% | +16.1% | -3.4% | +8.3% |
| 3M | +7.4% | -2.5% | +9.9% | +7.8% |
| 6M | +7.7% | +12.9% | -5.2% | +3.8% |
| YTD | -9.3% | +9.0% | -18.3% | -12.1% |
| 1Y | -12.1% | +8.2% | -20.3% | -14.8% |
| 3Y | +0.6% | +58.4% | -57.8% | -14.9% |
| All | +0.6% | +59.3% | -58.6% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling