-12.1%
OTIS vs PNR
-14.5%
+2.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.0% | +1.9% |
| 7D | -3.0% | -6.0% | +3.1% | -1.2% |
| 30D | -6.0% | -14.0% | +8.0% | -1.9% |
| 3M | -0.9% | -21.7% | +20.8% | +5.6% |
| 6M | -17.3% | -37.3% | +19.9% | -6.3% |
| YTD | -19.6% | -45.1% | +25.6% | -5.5% |
| 1Y | -21.0% | -49.1% | +28.1% | -5.0% |
| 3Y | -12.1% | -14.8% | +2.8% | -11.6% |
| All | -12.1% | -14.5% | +2.4% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling