+112.6%
PCAR vs OTIS
+1.1%
+111.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.2% |
| 7D | +3.5% | +1.7% | +1.8% | +2.6% |
| 30D | -2.3% | +18.5% | -20.8% | -10.2% |
| 3M | -19.3% | +7.9% | -27.2% | -22.5% |
| 6M | -7.1% | +5.7% | -12.8% | -10.0% |
| YTD | -2.8% | -9.1% | +6.3% | +1.0% |
| 1Y | +9.3% | -11.6% | +20.9% | +15.2% |
| 3Y | +33.5% | +0.6% | +32.9% | +26.3% |
| 5Y | +112.6% | +1.8% | +110.8% | +89.6% |
| All | +112.6% | +1.1% | +111.5% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling