+69.6%
OTIS vs PSKY
-2.0%
+71.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.6% |
| 7D | -2.2% | -6.8% | +4.7% | -1.5% |
| 30D | -4.3% | +10.2% | -14.6% | -5.2% |
| 3M | -2.2% | +0.3% | -2.5% | -2.3% |
| 6M | -19.9% | -7.8% | -12.1% | -19.6% |
| YTD | -19.3% | -23.0% | +3.6% | -17.9% |
| 1Y | -19.6% | -31.6% | +12.1% | -17.7% |
| 3Y | -11.5% | -21.3% | +9.8% | -13.4% |
| 5Y | -16.8% | -71.5% | +54.7% | -11.8% |
| All | +69.6% | -2.0% | +71.6% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling