+71.4%
OTIS vs PNC
+260.4%
-189.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -0.8% | +2.3% | -3.0% | -1.5% |
| 30D | -4.7% | -3.8% | -0.9% | -3.5% |
| 3M | +1.2% | +7.8% | -6.6% | -1.4% |
| 6M | -20.5% | +19.7% | -40.2% | -25.3% |
| YTD | -18.4% | +19.1% | -37.6% | -23.4% |
| 1Y | -18.1% | +23.1% | -41.2% | -24.1% |
| 3Y | -10.6% | +132.1% | -142.7% | -34.7% |
| 5Y | -16.1% | +52.2% | -68.3% | -30.3% |
| All | +71.4% | +260.4% | -189.0% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling