+279.4%
PM vs OTIS
+97.1%
+182.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -4.9% | -0.7% | -4.1% | -4.7% |
| 30D | -3.4% | -2.0% | -1.4% | -2.9% |
| 3M | +5.2% | +2.6% | +2.6% | +4.5% |
| 6M | +3.7% | -20.9% | +24.6% | +9.7% |
| YTD | +15.8% | -17.1% | +32.9% | +20.9% |
| 1Y | +17.4% | -15.9% | +33.3% | +22.0% |
| 3Y | +116.9% | -12.7% | +129.7% | +119.9% |
| 5Y | +117.3% | -15.7% | +133.0% | +118.6% |
| All | +279.4% | +97.1% | +182.3% | +214.5% |
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 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