+74.2%
OTIS vs PTC
+194.0%
-119.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.0% | +5.7% | +1.2% |
| 7D | -0.7% | -10.3% | +9.5% | +2.0% |
| 30D | -2.0% | +1.1% | -3.1% | -2.5% |
| 3M | +2.6% | +1.6% | +1.0% | +1.4% |
| 6M | -20.9% | -13.5% | -7.5% | -18.6% |
| YTD | -17.1% | -19.1% | +1.9% | -13.4% |
| 1Y | -15.9% | -33.9% | +18.0% | -7.3% |
| 3Y | -12.7% | -3.9% | -8.8% | -15.5% |
| 5Y | -15.7% | +6.0% | -21.8% | -22.6% |
| All | +74.2% | +194.0% | -119.8% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling