+17.9%
PM vs OTIS
-19.7%
+37.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | +4.7% | -3.0% | +7.6% | +5.5% |
| 30D | +2.6% | -6.0% | +8.6% | +4.4% |
| 3M | +6.6% | -0.9% | +7.4% | +7.1% |
| 6M | +16.5% | -17.3% | +33.8% | +21.2% |
| YTD | +21.2% | -19.6% | +40.7% | +26.2% |
| 1Y | +17.9% | -21.0% | +38.9% | +22.0% |
| All | +17.9% | -19.7% | +37.7% | +22.0% |
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