+156.2%
PSX vs OTIS
+0.6%
+155.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.6% |
| 7D | +7.8% | -1.3% | +9.1% | +8.0% |
| 30D | -10.9% | +12.8% | -23.7% | -12.8% |
| 3M | +14.5% | +7.4% | +7.1% | +12.9% |
| 6M | +56.1% | +7.7% | +48.4% | +53.5% |
| YTD | +109.6% | -9.3% | +118.8% | +115.2% |
| 1Y | +95.5% | -12.1% | +107.6% | +103.1% |
| 3Y | +156.2% | +0.6% | +155.6% | +144.9% |
| All | +156.2% | +0.6% | +155.6% | +144.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling