+69.1%
OTIS vs PSLV
+341.1%
-272.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -3.0% | -3.5% | +0.5% | -2.7% |
| 30D | -6.0% | -2.1% | -3.9% | -5.9% |
| 3M | -0.9% | -1.6% | +0.8% | -0.9% |
| 6M | -17.3% | -25.5% | +8.2% | -15.6% |
| YTD | -19.6% | -11.4% | -8.1% | -20.7% |
| 1Y | -21.0% | +48.6% | -69.6% | -27.5% |
| 3Y | -12.1% | +166.9% | -179.0% | -26.6% |
| 5Y | -17.1% | +152.4% | -169.5% | -31.3% |
| All | +69.1% | +341.1% | -272.0% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling