+30.7%
PM vs OTIS
-12.9%
+43.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -7.1% | -2.9% | -4.2% | -6.1% |
| 30D | -2.8% | +16.1% | -18.9% | -7.8% |
| 3M | +6.3% | +6.7% | -0.4% | +3.8% |
| 6M | +9.6% | +6.0% | +3.6% | +7.2% |
| YTD | +25.6% | -9.8% | +35.4% | +27.1% |
| All | +30.7% | -12.9% | +43.6% | +36.5% |
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 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