+56.0%
OVV vs PEGA
+97.3%
-41.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | +8.0% | +0.1% | +8.0% | +8.0% |
| 30D | -2.0% | -4.1% | +2.1% | -1.3% |
| 3M | +5.4% | -2.8% | +8.3% | +5.6% |
| 6M | +14.3% | -0.4% | +14.7% | +12.1% |
| YTD | +69.4% | -45.4% | +114.8% | +92.0% |
| 1Y | +72.4% | -42.6% | +115.0% | +91.8% |
| 3Y | +58.4% | +45.4% | +13.0% | +16.5% |
| 5Y | +106.1% | -44.6% | +150.7% | +116.3% |
| All | +56.0% | +97.3% | -41.3% | -1.0% |
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