+66.1%
OTIS vs PSLV
+339.8%
-273.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -1.6% |
| 7D | -5.0% | -4.9% | -0.1% | -4.6% |
| 30D | -6.5% | -1.9% | -4.6% | -6.4% |
| 3M | -2.0% | +4.2% | -6.1% | -2.4% |
| 6M | -20.2% | -27.6% | +7.4% | -18.3% |
| YTD | -21.0% | -11.7% | -9.3% | -22.0% |
| 1Y | -20.9% | +49.3% | -70.2% | -27.4% |
| 3Y | -13.3% | +167.1% | -180.5% | -27.7% |
| 5Y | -18.5% | +151.7% | -170.2% | -32.5% |
| All | +66.1% | +339.8% | -273.7% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling