+282.7%
PGR vs OTIS
+91.3%
+191.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.1% |
| 7D | -0.6% | -3.0% | +2.4% | +0.3% |
| 30D | +4.9% | -6.0% | +11.0% | +6.9% |
| 3M | +7.6% | -0.9% | +8.5% | +7.9% |
| 6M | +8.3% | -17.3% | +25.6% | +14.0% |
| YTD | +1.7% | -19.6% | +21.3% | +7.9% |
| 1Y | -6.8% | -21.0% | +14.2% | -0.8% |
| 3Y | +73.4% | -12.1% | +85.5% | +76.9% |
| 5Y | +161.2% | -17.1% | +178.3% | +165.7% |
| All | +282.7% | +91.3% | +191.5% | +219.0% |
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