+635.5%
PSX vs OTIS
+91.3%
+544.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.3% |
| 7D | +1.7% | -3.0% | +4.7% | +2.9% |
| 30D | +15.6% | -6.0% | +21.7% | +18.3% |
| 3M | +46.5% | -0.9% | +47.3% | +46.2% |
| 6M | +55.0% | -17.3% | +72.3% | +65.6% |
| YTD | +105.3% | -19.6% | +124.8% | +121.3% |
| 1Y | +101.6% | -21.0% | +122.6% | +118.8% |
| 3Y | +134.1% | -12.1% | +146.2% | +136.9% |
| 5Y | +368.7% | -17.1% | +385.8% | +378.6% |
| All | +635.5% | +91.3% | +544.2% | +420.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling