+93.2%
OTIS vs PRU
+270.5%
-177.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | +0.2% |
| 7D | +4.2% | +2.4% | +1.8% | +3.4% |
| 30D | +20.1% | +6.1% | +14.0% | +17.7% |
| 3M | +7.6% | -0.7% | +8.3% | +7.7% |
| 6M | +4.2% | +22.1% | -17.9% | -2.8% |
| YTD | -8.1% | +9.8% | -17.9% | -11.5% |
| 1Y | -11.5% | +19.4% | -30.9% | -17.2% |
| 3Y | +3.8% | +50.4% | -46.6% | -12.2% |
| 5Y | +5.0% | +37.2% | -32.2% | -9.4% |
| All | +93.2% | +270.5% | -177.3% | +19.7% |
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