+156.7%
OVV vs PEGA
+1,822.2%
-1,665.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.4% |
| 7D | -14.9% | -1.6% | -13.3% | -14.7% |
| 30D | -0.9% | -3.0% | +2.0% | -0.6% |
| 3M | +5.6% | +5.8% | -0.2% | +4.0% |
| 6M | -2.5% | -8.8% | +6.3% | -2.1% |
| YTD | +57.8% | -43.5% | +101.3% | +70.9% |
| 1Y | +70.1% | -43.4% | +113.5% | +83.7% |
| 3Y | +35.1% | +48.6% | -13.5% | +14.1% |
| 5Y | +86.1% | -43.3% | +129.4% | +83.2% |
| 10Y | +55.5% | +109.7% | -54.2% | +24.9% |
| All | +156.7% | +1,822.2% | -1,665.6% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling