+216.0%
PH vs OTIS
+0.9%
+215.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | +6.9% | -2.9% | +9.8% | +8.8% |
| 30D | +1.7% | +16.1% | -14.4% | -8.3% |
| 3M | -8.1% | +6.7% | -14.9% | -12.7% |
| 6M | +11.5% | +6.0% | +5.5% | +6.2% |
| YTD | +11.4% | -9.8% | +21.2% | +17.4% |
| 1Y | +14.1% | -12.3% | +26.4% | +22.7% |
| 3Y | +138.2% | -0.2% | +138.5% | +116.2% |
| 5Y | +216.0% | +1.0% | +215.0% | +174.7% |
| All | +216.0% | +0.9% | +215.1% | +174.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling