+10.2%
PCG vs OTIS
+3.9%
+6.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -1.1% | +0.5% | -1.6% | -1.3% |
| 30D | +0.1% | +19.4% | -19.4% | -7.2% |
| 3M | -24.4% | +7.1% | -31.5% | -26.7% |
| 6M | -17.7% | +6.6% | -24.2% | -20.1% |
| YTD | -17.4% | -8.3% | -9.1% | -14.8% |
| 1Y | -19.4% | -11.6% | -7.8% | -15.5% |
| 3Y | -18.6% | +3.1% | -21.7% | -23.4% |
| 5Y | +10.2% | +2.5% | +7.8% | +1.0% |
| All | +10.2% | +3.9% | +6.3% | +1.0% |
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