+0.6%
OTIS vs PRU
+56.8%
-56.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | -1.3% | +3.6% | -4.9% | -2.3% |
| 30D | +12.8% | +8.9% | +3.9% | +10.2% |
| 3M | +7.4% | +0.2% | +7.2% | +7.1% |
| 6M | +7.7% | +23.7% | -16.0% | +1.7% |
| YTD | -9.3% | +13.7% | -23.0% | -12.8% |
| 1Y | -12.1% | +20.6% | -32.7% | -16.9% |
| 3Y | +0.6% | +56.3% | -55.7% | -18.9% |
| All | +0.6% | +56.8% | -56.1% | -18.9% |
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