+50.8%
PEP vs OTIS
+114.5%
-63.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +1.1% | -2.9% | +3.9% | +1.8% |
| 30D | +13.6% | +16.1% | -2.5% | +9.8% |
| 3M | +5.1% | +6.7% | -1.6% | +3.5% |
| 6M | -1.6% | +6.0% | -7.6% | -3.1% |
| YTD | +3.3% | -9.8% | +13.1% | +5.2% |
| 1Y | +3.2% | -12.3% | +15.6% | +5.8% |
| 3Y | -3.9% | -0.2% | -3.7% | -5.1% |
| 5Y | +4.0% | +1.0% | +3.1% | +1.0% |
| All | +50.8% | +114.5% | -63.8% | +31.4% |
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