-12.1%
OTIS vs PNC
+131.1%
-143.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -6.0% | -4.4% | -1.6% | -4.9% |
| 3M | -0.9% | +5.2% | -6.1% | -2.4% |
| 6M | -17.3% | +20.6% | -38.0% | -21.6% |
| YTD | -19.6% | +19.8% | -39.3% | -23.7% |
| 1Y | -21.0% | +24.4% | -45.5% | -25.9% |
| 3Y | -12.1% | +131.2% | -143.3% | -31.8% |
| All | -12.1% | +131.1% | -143.2% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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