-18.5%
OTIS vs PSA
+13.0%
-31.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -5.0% | -3.6% | -1.4% | -3.7% |
| 30D | -6.5% | -9.4% | +2.9% | -3.0% |
| 3M | -2.0% | -8.2% | +6.2% | +1.2% |
| 6M | -20.2% | -1.8% | -18.3% | -19.7% |
| YTD | -21.0% | +15.7% | -36.7% | -25.3% |
| 1Y | -20.9% | +6.3% | -27.1% | -23.0% |
| 3Y | -13.3% | +21.6% | -34.9% | -21.4% |
| 5Y | -18.5% | +13.5% | -32.0% | -23.6% |
| All | -18.5% | +13.0% | -31.6% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling