+1,330.1%
PBR vs OTIS
+91.8%
+1,238.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +0.3% | -2.2% | +2.5% | +0.8% |
| 30D | +17.5% | -4.3% | +21.9% | +18.6% |
| 3M | +20.9% | -2.2% | +23.1% | +21.0% |
| 6M | +20.2% | -19.9% | +40.1% | +26.5% |
| YTD | +84.3% | -19.3% | +103.6% | +92.9% |
| 1Y | +77.1% | -19.6% | +96.7% | +85.2% |
| 3Y | +100.8% | -11.5% | +112.3% | +100.2% |
| 5Y | +556.1% | -16.8% | +572.9% | +559.6% |
| All | +1,330.1% | +91.8% | +1,238.3% | +1,050.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling