+72.0%
OVV vs PENG
+120.5%
-48.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -9.1% | +3.5% | -5.7% |
| 7D | -12.1% | -20.5% | +8.4% | -12.4% |
| 30D | +2.9% | -20.4% | +23.2% | +2.6% |
| 3M | +3.7% | -16.4% | +20.1% | +3.7% |
| 6M | +0.6% | +49.2% | -48.6% | +3.8% |
| YTD | +62.5% | +147.2% | -84.7% | +65.3% |
| 1Y | +72.0% | +124.7% | -52.7% | +76.0% |
| All | +72.0% | +120.5% | -48.5% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling