+3.8%
OTIS vs PRU
+46.4%
-42.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.1% |
| 7D | +4.2% | +2.4% | +1.8% | +3.5% |
| 30D | +20.1% | +6.1% | +14.0% | +18.2% |
| 3M | +7.6% | -0.7% | +8.3% | +7.6% |
| 6M | +4.2% | +22.1% | -17.9% | -1.3% |
| YTD | -8.1% | +9.8% | -17.9% | -10.8% |
| 1Y | -11.5% | +19.4% | -30.9% | -16.2% |
| 3Y | +3.8% | +50.4% | -46.6% | -15.9% |
| All | +3.8% | +46.4% | -42.6% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling