+71.4%
OTIS vs PRU
+271.0%
-199.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -0.9% |
| 7D | -0.8% | +1.9% | -2.7% | -1.4% |
| 30D | -4.7% | -0.4% | -4.3% | -4.7% |
| 3M | +1.2% | +16.4% | -15.2% | -3.9% |
| 6M | -20.5% | +26.0% | -46.6% | -26.6% |
| YTD | -18.4% | +9.9% | -28.4% | -21.4% |
| 1Y | -18.1% | +18.8% | -36.9% | -23.3% |
| 3Y | -10.6% | +45.4% | -55.9% | -23.4% |
| 5Y | -16.1% | +45.6% | -61.6% | -28.8% |
| All | +71.4% | +271.0% | -199.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling