+109.0%
PPL vs OTIS
+97.1%
+11.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +0.5% | -2.0% | +2.5% | +1.1% |
| 3M | +0.7% | +2.6% | -1.9% | -0.3% |
| 6M | -7.6% | -20.9% | +13.3% | -0.5% |
| YTD | +1.8% | -17.1% | +18.9% | +7.7% |
| 1Y | -0.8% | -15.9% | +15.1% | +4.3% |
| 3Y | +56.9% | -12.7% | +69.6% | +59.8% |
| 5Y | +39.5% | -15.7% | +55.2% | +41.0% |
| All | +109.0% | +97.1% | +11.9% | +58.2% |
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