+72.9%
PBR vs OTIS
-9.8%
+82.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.9% | -10.8% | -5.9% |
| 7D | -11.0% | +9.5% | -20.5% | -8.7% |
| 30D | -18.8% | +21.1% | -39.9% | -14.7% |
| 3M | +7.8% | +9.0% | -1.2% | +9.2% |
| 6M | -7.6% | +6.4% | -14.0% | -6.4% |
| YTD | +72.7% | -7.1% | +79.8% | +70.1% |
| 1Y | +72.9% | -10.1% | +83.1% | +68.5% |
| All | +72.9% | -9.8% | +82.7% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling