+7.7%
OTIS vs PSA
+9.3%
-1.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.2% |
| 7D | -1.3% | -1.4% | +0.2% | -0.5% |
| 30D | +12.8% | +15.2% | -2.4% | +5.8% |
| 3M | +7.4% | +2.2% | +5.2% | +6.9% |
| 6M | +7.7% | +11.7% | -3.9% | +2.1% |
| All | +7.7% | +9.3% | -1.5% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling