+125.1%
PM vs OTIS
-14.6%
+139.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.6% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | -2.6% | -4.7% | +2.2% | -1.3% |
| 3M | +5.8% | +1.2% | +4.6% | +5.5% |
| 6M | +10.6% | -20.5% | +31.1% | +16.8% |
| YTD | +17.2% | -18.4% | +35.6% | +22.8% |
| 1Y | +17.6% | -18.1% | +35.7% | +23.0% |
| 3Y | +124.3% | -10.6% | +134.8% | +123.7% |
| 5Y | +125.1% | -16.1% | +141.2% | +123.0% |
| All | +125.1% | -14.6% | +139.7% | +123.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling