+36.3%
PFE vs OTIS
+97.1%
-60.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | +10.2% | -2.0% | +12.2% | +10.7% |
| 3M | +12.7% | +2.6% | +10.1% | +11.8% |
| 6M | +10.5% | -20.9% | +31.5% | +16.6% |
| YTD | +20.2% | -17.1% | +37.3% | +25.1% |
| 1Y | +24.1% | -15.9% | +40.0% | +28.7% |
| 3Y | -3.6% | -12.7% | +9.2% | -1.3% |
| 5Y | -20.9% | -15.7% | -5.1% | -19.8% |
| All | +36.3% | +97.1% | -60.8% | +16.7% |
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 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