+66.1%
OTIS vs PTC
+168.4%
-102.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -5.0% | -14.2% | +9.2% | -1.3% |
| 30D | -6.5% | -14.4% | +8.0% | -2.9% |
| 3M | -2.0% | -4.7% | +2.8% | -1.6% |
| 6M | -20.2% | -19.3% | -0.9% | -16.4% |
| YTD | -21.0% | -26.1% | +5.1% | -15.5% |
| 1Y | -20.9% | -37.1% | +16.2% | -11.7% |
| 3Y | -13.3% | -10.4% | -2.9% | -14.6% |
| 5Y | -18.5% | +2.5% | -21.0% | -24.5% |
| All | +66.1% | +168.4% | -102.3% | +8.6% |
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