+311.6%
PM vs OTIS
+114.5%
+197.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -7.1% | -2.9% | -4.2% | -6.4% |
| 30D | -2.8% | +16.1% | -18.9% | -6.5% |
| 3M | +6.3% | +6.7% | -0.4% | +4.4% |
| 6M | +9.6% | +6.0% | +3.6% | +7.8% |
| YTD | +25.6% | -9.8% | +35.4% | +28.2% |
| 1Y | +29.7% | -12.3% | +42.0% | +33.3% |
| 3Y | +147.6% | -0.2% | +147.8% | +142.0% |
| 5Y | +160.1% | +1.0% | +159.1% | +149.9% |
| All | +311.6% | +114.5% | +197.1% | +233.5% |
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 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