-25.0%
OTIS vs PLTD
-77.8%
+52.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -5.0% | -0.2% |
| 7D | -0.7% | +5.9% | -6.7% | -0.6% |
| 30D | -2.0% | -11.6% | +9.6% | -2.3% |
| 3M | +2.6% | -29.9% | +32.5% | +1.8% |
| 6M | -20.9% | -28.5% | +7.6% | -21.4% |
| YTD | -17.1% | -20.4% | +3.3% | -17.2% |
| 1Y | -15.9% | -33.3% | +17.4% | -16.6% |
| All | -25.0% | -77.8% | +52.8% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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