+54.9%
OVV vs PEGA
+94.5%
-39.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.5% | +3.2% |
| 7D | +1.2% | -8.6% | +9.9% | +3.6% |
| 30D | -2.5% | -10.1% | +7.5% | -0.2% |
| 3M | +0.5% | -4.7% | +5.2% | +1.0% |
| 6M | +8.5% | -8.0% | +16.4% | +8.6% |
| YTD | +64.5% | -47.1% | +111.6% | +87.9% |
| 1Y | +64.7% | -47.5% | +112.1% | +87.9% |
| 3Y | +54.1% | +40.2% | +13.9% | +14.5% |
| 5Y | +95.4% | -45.7% | +141.2% | +105.5% |
| 10Y | +54.9% | +85.1% | -30.1% | +0.5% |
| All | +54.9% | +94.5% | -39.5% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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