-18.6%
PCG vs OTIS
+2.4%
-21.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.2% |
| 30D | +0.1% | +19.4% | -19.4% | -5.6% |
| 3M | -24.4% | +7.1% | -31.5% | -26.1% |
| 6M | -17.7% | +6.6% | -24.2% | -19.5% |
| YTD | -17.4% | -8.3% | -9.1% | -15.2% |
| 1Y | -19.4% | -11.6% | -7.8% | -16.2% |
| 3Y | -18.6% | +3.1% | -21.7% | -30.8% |
| All | -18.6% | +2.4% | -21.0% | -30.8% |
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