+43.2%
PEP vs OTIS
+91.8%
-48.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -1.7% | -2.2% | +0.5% | -1.2% |
| 30D | +0.3% | -4.3% | +4.6% | +1.3% |
| 3M | -3.2% | -2.2% | -1.1% | -2.8% |
| 6M | -13.6% | -19.9% | +6.3% | -9.4% |
| YTD | -1.9% | -19.3% | +17.5% | +2.6% |
| 1Y | -0.6% | -19.6% | +19.0% | +3.8% |
| 3Y | -13.6% | -11.5% | -2.1% | -12.2% |
| 5Y | +3.2% | -16.8% | +20.0% | +4.3% |
| All | +43.2% | +91.8% | -48.7% | +28.1% |
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