+61.8%
PCAR vs OTIS
-10.9%
+72.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -7.7% | -4.7% | -3.0% | -5.9% |
| 3M | +3.7% | +1.2% | +2.5% | +3.0% |
| 6M | +2.3% | -20.5% | +22.8% | +12.1% |
| YTD | +12.8% | -18.4% | +31.2% | +21.9% |
| 1Y | +27.8% | -18.1% | +45.8% | +37.7% |
| 3Y | +61.8% | -10.6% | +72.4% | +55.7% |
| All | +61.8% | -10.9% | +72.7% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling