+907.3%
PH vs OTIS
+97.1%
+810.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -3.1% | -0.7% | -2.3% | -2.6% |
| 30D | -3.2% | -2.0% | -1.3% | -2.0% |
| 3M | +10.6% | +2.6% | +8.0% | +8.5% |
| 6M | -2.1% | -20.9% | +18.8% | +12.5% |
| YTD | +10.2% | -17.1% | +27.3% | +22.5% |
| 1Y | +28.2% | -15.9% | +44.1% | +41.0% |
| 3Y | +134.9% | -12.7% | +147.6% | +144.8% |
| 5Y | +253.6% | -15.7% | +269.4% | +269.5% |
| All | +907.3% | +97.1% | +810.2% | +628.5% |
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