+64.8%
OVV vs PENG
+88.9%
-24.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -13.0% | -0.6% |
| 7D | -16.7% | -19.4% | +2.8% | -16.7% |
| 30D | -1.5% | -42.4% | +40.9% | -2.0% |
| 3M | +1.6% | -25.6% | +27.2% | +1.6% |
| 6M | +2.0% | +7.3% | -5.3% | +4.5% |
| YTD | +56.8% | +113.9% | -57.0% | +57.9% |
| 1Y | +64.8% | +93.6% | -28.7% | +67.5% |
| All | +64.8% | +88.9% | -24.1% | +67.5% |
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