+71.4%
OTIS vs PSA
+106.4%
-35.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -0.8% | -0.4% | -0.3% | -0.6% |
| 30D | -4.7% | -8.2% | +3.4% | -1.3% |
| 3M | +1.2% | -2.1% | +3.4% | +2.1% |
| 6M | -20.5% | -0.2% | -20.3% | -20.6% |
| YTD | -18.4% | +18.5% | -36.9% | -24.3% |
| 1Y | -18.1% | +6.6% | -24.7% | -20.7% |
| 3Y | -10.6% | +24.5% | -35.0% | -20.8% |
| 5Y | -16.1% | +13.6% | -29.7% | -24.1% |
| All | +71.4% | +106.4% | -35.0% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling