+48.2%
OVV vs PENG
+101.4%
-53.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -2.2% |
| 7D | +0.3% | +4.5% | -4.3% | -0.1% |
| 30D | +11.7% | -7.1% | +18.8% | +12.1% |
| 3M | +9.8% | -27.3% | +37.1% | +11.1% |
| 6M | +26.6% | +169.6% | -143.0% | +9.8% |
| YTD | +67.0% | +164.6% | -97.6% | +44.7% |
| 1Y | +55.9% | +109.5% | -53.5% | +38.3% |
| All | +48.2% | +101.4% | -53.2% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling