+135.3%
PSX vs OTIS
-12.0%
+147.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.8% |
| 7D | +1.8% | -2.2% | +4.0% | +2.2% |
| 30D | +21.6% | -4.3% | +26.0% | +22.6% |
| 3M | +46.5% | -2.2% | +48.6% | +46.6% |
| 6M | +62.0% | -19.9% | +81.9% | +71.0% |
| YTD | +106.3% | -19.3% | +125.7% | +116.6% |
| 1Y | +103.0% | -19.6% | +122.5% | +113.1% |
| All | +135.3% | -12.0% | +147.3% | +131.0% |
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