+92.7%
OTIS vs PRU
+279.3%
-186.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -1.0% |
| 7D | +0.5% | +3.2% | -2.7% | -0.6% |
| 30D | +19.4% | +7.9% | +11.5% | +16.4% |
| 3M | +7.1% | +1.8% | +5.3% | +6.3% |
| 6M | +6.6% | +24.1% | -17.6% | -1.1% |
| YTD | -8.3% | +12.4% | -20.7% | -12.4% |
| 1Y | -11.6% | +20.9% | -32.5% | -17.7% |
| 3Y | +3.1% | +55.5% | -52.3% | -13.7% |
| 5Y | +2.5% | +42.7% | -40.2% | -12.7% |
| All | +92.7% | +279.3% | -186.5% | +18.5% |
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