+66.1%
OTIS vs PPG
+65.9%
+0.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.2% |
| 7D | -5.0% | -5.1% | +0.1% | -3.0% |
| 30D | -6.5% | -9.6% | +3.1% | -2.7% |
| 3M | -2.0% | -6.4% | +4.5% | +0.3% |
| 6M | -20.2% | +0.5% | -20.7% | -21.1% |
| YTD | -21.0% | +4.4% | -25.4% | -23.6% |
| 1Y | -20.9% | -0.9% | -20.0% | -22.0% |
| 3Y | -13.3% | -17.0% | +3.6% | -9.0% |
| 5Y | -18.5% | -23.7% | +5.1% | -13.5% |
| All | +66.1% | +65.9% | +0.2% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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