+66.1%
OTIS vs PNR
+144.9%
-78.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.5% |
| 7D | -5.0% | -5.5% | +0.5% | -3.0% |
| 30D | -6.5% | -15.6% | +9.1% | -0.3% |
| 3M | -2.0% | -20.2% | +18.2% | +5.9% |
| 6M | -20.2% | -36.6% | +16.4% | -6.1% |
| YTD | -21.0% | -45.0% | +24.0% | -2.2% |
| 1Y | -20.9% | -47.4% | +26.6% | -0.4% |
| 3Y | -13.3% | -13.7% | +0.4% | -13.7% |
| 5Y | -18.5% | -20.8% | +2.3% | -19.2% |
| All | +66.1% | +144.9% | -78.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling