+28.0%
PCAR vs OTIS
-18.7%
+46.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.2% | -2.2% | +2.0% | +0.6% |
| 30D | -6.9% | -4.3% | -2.6% | -5.3% |
| 3M | +2.1% | -2.2% | +4.3% | +2.9% |
| 6M | +1.6% | -19.9% | +21.5% | +9.2% |
| YTD | +12.2% | -19.3% | +31.6% | +19.2% |
| 1Y | +28.0% | -19.6% | +47.6% | +33.5% |
| All | +28.0% | -18.7% | +46.8% | +33.5% |
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