-16.1%
OTIS vs PTC
+1.8%
-17.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.9% | -0.2% |
| 7D | -0.8% | -12.8% | +12.0% | +2.8% |
| 30D | -4.7% | -9.8% | +5.0% | -2.3% |
| 3M | +1.2% | -2.1% | +3.3% | +0.9% |
| 6M | -20.5% | -18.1% | -2.4% | -16.8% |
| YTD | -18.4% | -23.5% | +5.1% | -13.1% |
| 1Y | -18.1% | -37.4% | +19.3% | -7.4% |
| 3Y | -10.6% | -7.2% | -3.3% | -14.2% |
| 5Y | -16.1% | +2.7% | -18.8% | -25.8% |
| All | -16.1% | +1.8% | -17.9% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling