-13.6%
OTIS vs PSKY
-20.6%
+7.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -5.0% | -6.0% | +1.0% | -4.7% |
| 30D | -6.5% | +10.7% | -17.1% | -7.1% |
| 3M | -2.0% | +1.2% | -3.1% | -2.1% |
| 6M | -20.2% | +1.5% | -21.7% | -20.5% |
| YTD | -21.0% | -21.8% | +0.8% | -20.2% |
| 1Y | -20.9% | -30.2% | +9.3% | -19.8% |
| All | -13.6% | -20.6% | +7.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling