+67.1%
PWR vs OTIS
-19.7%
+86.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.4% | +5.2% |
| 7D | +4.2% | -3.0% | +7.2% | +4.0% |
| 30D | -4.0% | -6.0% | +2.0% | -4.2% |
| 3M | -4.8% | -0.9% | -3.9% | -5.7% |
| 6M | +14.6% | -17.3% | +32.0% | +14.7% |
| YTD | +54.2% | -19.6% | +73.8% | +53.2% |
| 1Y | +67.1% | -21.0% | +88.1% | +66.0% |
| All | +67.1% | -19.7% | +86.9% | +66.0% |
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 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