+37.8%
OVV vs PENG
+597.2%
-559.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -13.0% | -3.1% |
| 7D | -16.7% | -19.4% | +2.8% | -13.8% |
| 30D | -1.5% | -42.4% | +40.9% | +7.8% |
| 3M | +1.6% | -25.6% | +27.2% | +4.0% |
| 6M | +2.0% | +7.3% | -5.3% | -8.7% |
| YTD | +56.8% | +113.9% | -57.0% | +16.4% |
| 1Y | +64.8% | +93.6% | -28.7% | +24.8% |
| 3Y | +38.3% | +170.2% | -132.0% | -10.6% |
| 5Y | +84.9% | +44.2% | +40.7% | +28.3% |
| All | +37.8% | +597.2% | -559.4% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling