-16.5%
OTIS vs PNC
+51.4%
-67.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.6% |
| 3M | -0.9% | +5.2% | -6.1% | -2.8% |
| 6M | -17.3% | +20.6% | -38.0% | -22.7% |
| YTD | -19.6% | +19.8% | -39.3% | -24.8% |
| 1Y | -21.0% | +24.4% | -45.5% | -27.3% |
| 3Y | -12.1% | +131.2% | -143.3% | -37.6% |
| All | -16.5% | +51.4% | -67.9% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling