+902.2%
PH vs OTIS
+115.8%
+786.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.1% | -0.6% |
| 7D | +4.3% | -1.3% | +5.6% | +5.1% |
| 30D | +0.1% | +12.8% | -12.6% | -7.4% |
| 3M | -9.4% | +7.4% | -16.8% | -13.9% |
| 6M | +8.8% | +7.7% | +1.0% | +2.8% |
| YTD | +9.6% | -9.3% | +18.9% | +14.5% |
| 1Y | +14.4% | -12.1% | +26.6% | +21.9% |
| 3Y | +134.5% | +0.6% | +133.9% | +121.1% |
| 5Y | +204.4% | -1.1% | +205.5% | +188.4% |
| All | +902.2% | +115.8% | +786.5% | +580.7% |
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 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