-21.0%
OTIS vs PNR
-47.6%
+26.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.8% |
| 7D | -3.0% | -6.0% | +3.1% | -1.6% |
| 30D | -6.0% | -14.0% | +8.0% | -3.0% |
| 3M | -0.9% | -21.7% | +20.8% | +3.8% |
| 6M | -17.3% | -37.3% | +19.9% | -10.2% |
| YTD | -19.6% | -45.1% | +25.6% | -11.5% |
| 1Y | -21.0% | -49.1% | +28.1% | -11.0% |
| All | -21.0% | -47.6% | +26.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling