+20.3%
PFE vs OTIS
-18.7%
+39.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.2% |
| 7D | -4.3% | -2.2% | -2.1% | -3.8% |
| 30D | +2.7% | -4.3% | +7.0% | +3.7% |
| 3M | +10.0% | -2.2% | +12.2% | +10.2% |
| 6M | +7.2% | -19.9% | +27.1% | +12.4% |
| YTD | +17.3% | -19.3% | +36.7% | +21.9% |
| 1Y | +20.3% | -19.6% | +39.9% | +22.2% |
| All | +20.3% | -18.7% | +39.0% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling