+20.9%
PFE vs OTIS
+2.0%
+18.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.7% |
| 7D | -0.7% | +1.7% | -2.4% | -1.2% |
| 30D | +5.3% | +18.5% | -13.1% | +0.8% |
| 3M | +10.1% | +7.9% | +2.3% | +7.8% |
| 6M | +18.0% | +5.7% | +12.3% | +16.1% |
| YTD | +25.8% | -9.1% | +34.9% | +28.5% |
| 1Y | +28.4% | -11.6% | +40.0% | +32.3% |
| 3Y | +20.9% | +0.6% | +20.3% | +23.7% |
| All | +20.9% | +2.0% | +18.9% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling