+307.2%
PM vs OTIS
+116.3%
+191.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -6.6% | +1.7% | -8.3% | -7.0% |
| 30D | -3.4% | +18.5% | -21.9% | -7.6% |
| 3M | +5.3% | +7.9% | -2.5% | +3.2% |
| 6M | +15.5% | +5.7% | +9.8% | +13.7% |
| YTD | +24.3% | -9.1% | +33.3% | +26.6% |
| 1Y | +29.7% | -11.6% | +41.3% | +33.1% |
| 3Y | +144.9% | +0.6% | +144.3% | +138.9% |
| 5Y | +159.0% | +1.8% | +157.2% | +148.4% |
| All | +307.2% | +116.3% | +191.0% | +229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling