+83.9%
PCG vs OTIS
+97.1%
-13.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | -13.9% | -0.7% | -13.1% | -13.6% |
| 30D | -16.9% | -2.0% | -14.9% | -16.3% |
| 3M | -14.7% | +2.6% | -17.3% | -15.6% |
| 6M | -23.8% | -20.9% | -2.9% | -17.8% |
| YTD | -10.5% | -17.1% | +6.6% | -5.1% |
| 1Y | -5.1% | -15.9% | +10.8% | +0.1% |
| 3Y | -11.6% | -12.7% | +1.1% | -9.1% |
| 5Y | +59.0% | -15.7% | +74.7% | +60.4% |
| All | +83.9% | +97.1% | -13.2% | +63.3% |
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