+74.2%
OTIS vs PRU
+279.2%
-204.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -0.7% | +1.9% | -2.6% | -1.4% |
| 30D | -2.0% | +2.7% | -4.7% | -2.9% |
| 3M | +2.6% | +19.5% | -16.9% | -3.4% |
| 6M | -20.9% | +26.6% | -47.6% | -27.1% |
| YTD | -17.1% | +12.3% | -29.4% | -20.7% |
| 1Y | -15.9% | +18.0% | -34.0% | -21.1% |
| 3Y | -12.7% | +47.0% | -59.8% | -25.5% |
| 5Y | -15.7% | +48.4% | -64.2% | -29.0% |
| All | +74.2% | +279.2% | -204.9% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling