+1.5%
PPL vs OTIS
-17.7%
+19.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +1.8% | -0.8% | +2.5% | +1.9% |
| 30D | -1.1% | -4.7% | +3.7% | -0.2% |
| 3M | 0.0% | +1.2% | -1.2% | -0.1% |
| 6M | -7.6% | -20.5% | +12.9% | -6.2% |
| YTD | +1.7% | -18.4% | +20.2% | +3.0% |
| 1Y | +1.5% | -18.1% | +19.6% | +3.3% |
| All | +1.5% | -17.7% | +19.2% | +3.3% |
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