-13.4%
OTIS vs PR
+433.6%
-447.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -0.7% | +2.9% | -3.6% | -1.0% |
| 30D | -2.0% | +18.0% | -20.0% | -3.5% |
| 3M | +2.6% | +16.9% | -14.3% | +0.9% |
| 6M | -20.9% | +28.2% | -49.1% | -23.2% |
| YTD | -17.1% | +69.3% | -86.4% | -21.9% |
| 1Y | -15.9% | +69.5% | -85.4% | -20.9% |
| 3Y | -12.7% | +81.7% | -94.4% | -19.8% |
| All | -13.4% | +433.6% | -447.1% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling