+43.2%
PFE vs OTIS
+114.5%
-71.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -3.0% | -2.9% | -0.1% | -2.3% |
| 30D | +5.2% | +16.1% | -10.9% | +1.6% |
| 3M | +12.2% | +6.7% | +5.5% | +10.4% |
| 6M | +17.8% | +6.0% | +11.8% | +15.9% |
| YTD | +26.2% | -9.8% | +36.0% | +28.7% |
| 1Y | +23.2% | -12.3% | +35.5% | +26.5% |
| 3Y | +21.3% | -0.2% | +21.5% | +20.3% |
| 5Y | -23.1% | +1.0% | -24.1% | -25.1% |
| All | +43.2% | +114.5% | -71.4% | +20.1% |
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