+17.4%
PM vs OTIS
-14.9%
+32.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | -4.9% | -0.7% | -4.1% | -4.7% |
| 30D | -3.4% | -2.0% | -1.4% | -2.8% |
| 3M | +5.2% | +2.6% | +2.6% | +4.6% |
| 6M | +3.7% | -20.9% | +24.6% | +8.2% |
| YTD | +15.8% | -17.1% | +32.9% | +19.9% |
| 1Y | +17.4% | -15.9% | +33.3% | +20.6% |
| All | +17.4% | -14.9% | +32.3% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling