+2,246.8%
PWR vs OTIS
+97.1%
+2,149.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +3.6% | -0.7% | +4.3% | +3.9% |
| 30D | -8.6% | -2.0% | -6.6% | -7.9% |
| 3M | -13.2% | +2.6% | -15.7% | -14.8% |
| 6M | +9.9% | -20.9% | +30.8% | +21.7% |
| YTD | +48.0% | -17.1% | +65.1% | +59.4% |
| 1Y | +66.2% | -15.9% | +82.1% | +77.3% |
| 3Y | +195.1% | -12.7% | +207.9% | +199.0% |
| 5Y | +442.6% | -15.7% | +458.3% | +448.3% |
| All | +2,246.8% | +97.1% | +2,149.7% | +1,692.7% |
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