+69.1%
OTIS vs PSA
+102.9%
-33.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.1% | +1.5% |
| 7D | -3.0% | -1.8% | -1.1% | -2.2% |
| 30D | -6.0% | -8.4% | +2.4% | -2.5% |
| 3M | -0.9% | -7.8% | +7.0% | +2.5% |
| 6M | -17.3% | +0.8% | -18.1% | -17.8% |
| YTD | -19.6% | +16.5% | -36.1% | -24.8% |
| 1Y | -21.0% | +4.7% | -25.7% | -23.0% |
| 3Y | -12.1% | +21.1% | -33.1% | -21.2% |
| 5Y | -17.1% | +14.2% | -31.3% | -25.3% |
| All | +69.1% | +102.9% | -33.8% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling