+71.4%
OTIS vs PHM
+566.6%
-495.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.7% |
| 7D | -0.8% | -2.5% | +1.7% | -0.1% |
| 30D | -4.7% | -9.7% | +4.9% | -2.2% |
| 3M | +1.2% | +2.2% | -1.0% | +0.4% |
| 6M | -20.5% | -5.7% | -14.8% | -19.7% |
| YTD | -18.4% | +2.8% | -21.3% | -19.6% |
| 1Y | -18.1% | -14.4% | -3.7% | -15.5% |
| 3Y | -10.6% | +52.2% | -62.8% | -22.4% |
| 5Y | -16.1% | +154.3% | -170.3% | -37.8% |
| All | +71.4% | +566.6% | -495.2% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling