-10.8%
OTIS vs PRU
+20.8%
-31.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.9% |
| 7D | +0.5% | +3.2% | -2.7% | -0.4% |
| 30D | +19.4% | +7.9% | +11.5% | +17.2% |
| 3M | +7.1% | +1.8% | +5.3% | +6.2% |
| 6M | +6.6% | +24.1% | -17.6% | +2.2% |
| YTD | -8.3% | +12.4% | -20.7% | -11.9% |
| All | -10.8% | +20.8% | -31.7% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling