-21.0%
PFE vs OTIS
-19.0%
-2.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.1% |
| 7D | -4.0% | -5.0% | +1.0% | -2.7% |
| 30D | +3.9% | -6.5% | +10.4% | +5.6% |
| 3M | +9.9% | -2.0% | +11.8% | +10.2% |
| 6M | +5.3% | -20.2% | +25.5% | +11.3% |
| YTD | +16.8% | -21.0% | +37.7% | +23.6% |
| 1Y | +20.4% | -20.9% | +41.3% | +27.4% |
| 3Y | -2.1% | -13.3% | +11.2% | +0.6% |
| 5Y | -21.0% | -18.5% | -2.4% | -20.7% |
| All | -21.0% | -19.0% | -2.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling