+44.2%
PEP vs OTIS
+97.1%
-53.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | +0.2% | -2.0% | +2.2% | +0.7% |
| 3M | -1.1% | +2.6% | -3.7% | -1.7% |
| 6M | -13.5% | -20.9% | +7.4% | -9.0% |
| YTD | -1.2% | -17.1% | +15.9% | +2.7% |
| 1Y | -1.6% | -15.9% | +14.3% | +1.8% |
| 3Y | -12.5% | -12.7% | +0.2% | -10.9% |
| 5Y | +3.0% | -15.7% | +18.8% | +3.7% |
| All | +44.2% | +97.1% | -53.0% | +28.2% |
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