+313.6%
PCAR vs OTIS
+97.1%
+216.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -6.2% | -2.0% | -4.2% | -5.5% |
| 3M | +5.9% | +2.6% | +3.3% | +4.6% |
| 6M | +0.4% | -20.9% | +21.3% | +10.6% |
| YTD | +14.8% | -17.1% | +31.9% | +23.6% |
| 1Y | +30.1% | -15.9% | +46.0% | +39.1% |
| 3Y | +66.7% | -12.7% | +79.4% | +72.6% |
| 5Y | +166.1% | -15.7% | +181.9% | +172.5% |
| All | +313.6% | +97.1% | +216.5% | +239.3% |
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