+48.9%
OVV vs PENG
+689.3%
-640.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.2% | +1.8% |
| 7D | +8.0% | +13.2% | -5.2% | +5.2% |
| 30D | -2.0% | -29.9% | +27.9% | +3.2% |
| 3M | +5.4% | -22.2% | +27.7% | +7.1% |
| 6M | +14.3% | -1.9% | +16.2% | +5.1% |
| YTD | +69.4% | +142.1% | -72.7% | +22.5% |
| 1Y | +72.4% | +151.5% | -79.1% | +23.3% |
| 3Y | +58.4% | +206.9% | -148.6% | -0.3% |
| 5Y | +106.1% | +58.2% | +47.9% | +40.5% |
| All | +48.9% | +689.3% | -640.4% | -13.8% |
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