+294.5%
PM vs OTIS
+87.9%
+206.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.7% |
| 7D | +1.9% | -5.0% | +7.0% | +3.2% |
| 30D | +1.9% | -6.5% | +8.4% | +3.6% |
| 3M | +4.6% | -2.0% | +6.5% | +5.1% |
| 6M | +11.7% | -20.2% | +31.9% | +17.9% |
| YTD | +20.4% | -21.0% | +41.3% | +27.2% |
| 1Y | +19.0% | -20.9% | +39.8% | +25.6% |
| 3Y | +130.4% | -13.3% | +143.7% | +133.6% |
| 5Y | +131.5% | -18.5% | +150.0% | +134.8% |
| All | +294.5% | +87.9% | +206.5% | +230.8% |
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