+90.6%
PCG vs OTIS
+93.9%
-3.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.3% | +4.2% |
| 7D | +5.4% | -0.8% | +6.2% | +5.7% |
| 30D | -15.1% | -4.7% | -10.4% | -13.7% |
| 3M | -9.8% | +1.2% | -11.0% | -10.4% |
| 6M | -18.0% | -20.5% | +2.5% | -11.7% |
| YTD | -7.2% | -18.4% | +11.2% | -1.1% |
| 1Y | +2.9% | -18.1% | +20.9% | +9.5% |
| 3Y | -11.1% | -10.6% | -0.5% | -9.3% |
| 5Y | +61.8% | -16.1% | +77.9% | +63.7% |
| All | +90.6% | +93.9% | -3.3% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling