+894.4%
PH vs OTIS
+91.3%
+803.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.6% |
| 7D | -1.3% | -3.0% | +1.7% | +0.6% |
| 30D | -11.0% | -6.0% | -5.0% | -7.5% |
| 3M | +5.5% | -0.9% | +6.4% | +5.7% |
| 6M | +1.5% | -17.3% | +18.8% | +13.4% |
| YTD | +8.8% | -19.6% | +28.3% | +23.2% |
| 1Y | +24.5% | -21.0% | +45.5% | +42.5% |
| 3Y | +141.2% | -12.1% | +153.3% | +149.6% |
| 5Y | +256.3% | -17.1% | +273.4% | +276.5% |
| All | +894.4% | +91.3% | +803.1% | +632.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling