-2.1%
OTIS vs PR
+269.8%
-271.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | -3.0% | +6.7% | -9.7% | -3.5% |
| 30D | +14.0% | -6.1% | +20.1% | +14.4% |
| 3M | +4.9% | +6.9% | -1.9% | +4.0% |
| 6M | +5.4% | +14.6% | -9.2% | +3.5% |
| YTD | -10.2% | +66.1% | -76.3% | -15.6% |
| 1Y | -13.4% | +77.0% | -90.4% | -19.2% |
| 3Y | -0.7% | +93.8% | -94.6% | -9.8% |
| 5Y | -2.1% | +268.2% | -270.4% | -19.3% |
| All | -2.1% | +269.8% | -271.9% | -19.3% |
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