+48.2%
OVV vs PEGA
+101.4%
-53.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.8% | +0.3% |
| 7D | -16.7% | -4.5% | -12.2% | -15.7% |
| 30D | -1.5% | -5.7% | +4.2% | -0.3% |
| 3M | +1.6% | +2.6% | -1.0% | +0.2% |
| 6M | +2.0% | -10.6% | +12.6% | +3.0% |
| YTD | +56.8% | -45.5% | +102.3% | +77.7% |
| 1Y | +64.8% | -44.8% | +109.6% | +85.4% |
| 3Y | +38.3% | +45.5% | -7.3% | +1.9% |
| 5Y | +84.9% | -45.3% | +130.2% | +95.2% |
| All | +48.2% | +101.4% | -53.3% | +3.0% |
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