+52.2%
PG vs OTIS
+87.9%
-35.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +0.7% |
| 7D | -2.7% | -5.0% | +2.3% | -1.4% |
| 30D | -1.5% | -6.5% | +4.9% | +0.1% |
| 3M | -3.4% | -2.0% | -1.4% | -2.9% |
| 6M | -7.0% | -20.2% | +13.2% | -1.9% |
| YTD | +2.0% | -21.0% | +23.0% | +7.7% |
| 1Y | -6.5% | -20.9% | +14.4% | -1.3% |
| 3Y | +1.2% | -13.3% | +14.5% | +3.5% |
| 5Y | +12.8% | -18.5% | +31.3% | +14.9% |
| All | +52.2% | +87.9% | -35.7% | +33.5% |
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