+91.2%
OTIS vs PTC
+309.8%
-218.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | +18.5% | +1.1% | +17.4% | +18.2% |
| 3M | +7.9% | +30.1% | -22.3% | 0.0% |
| 6M | +5.7% | +34.0% | -28.3% | -3.4% |
| YTD | -9.1% | +12.8% | -21.9% | -13.2% |
| 1Y | -11.6% | +10.7% | -22.3% | -15.3% |
| 3Y | +0.6% | +29.6% | -29.1% | -10.1% |
| 5Y | +1.8% | +63.5% | -61.7% | -16.4% |
| All | +91.2% | +309.8% | -218.6% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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