+58.4%
OVV vs PEGA
+191.9%
-133.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.5% |
| 7D | +0.3% | +3.3% | -3.0% | -0.6% |
| 30D | +11.7% | +17.7% | -6.0% | +6.7% |
| 3M | +9.8% | +5.8% | +4.0% | +6.8% |
| 6M | +26.6% | -20.3% | +46.8% | +31.8% |
| YTD | +67.0% | -37.1% | +104.2% | +83.4% |
| 1Y | +55.9% | -30.2% | +86.1% | +63.8% |
| 3Y | +45.5% | +48.1% | -2.6% | +8.1% |
| 5Y | +157.3% | -46.8% | +204.1% | +185.9% |
| All | +58.4% | +191.9% | -133.5% | -16.1% |
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