+88.8%
OTIS vs PTC
+309.2%
-220.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -3.0% | +0.8% | -3.8% | -3.1% |
| 30D | +14.0% | +1.2% | +12.8% | +13.7% |
| 3M | +4.9% | +32.6% | -27.7% | -3.2% |
| 6M | +5.4% | +36.1% | -30.7% | -4.0% |
| YTD | -10.2% | +12.7% | -22.9% | -14.3% |
| 1Y | -13.4% | +10.2% | -23.5% | -16.9% |
| 3Y | -0.7% | +29.4% | -30.2% | -11.2% |
| 5Y | -2.1% | +61.1% | -63.2% | -19.4% |
| All | +88.8% | +309.2% | -220.4% | +10.1% |
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