+98.9%
OVV vs PENG
+50.3%
+48.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.1% |
| 7D | -7.3% | -16.1% | +8.8% | -5.6% |
| 30D | -3.6% | -41.5% | +37.9% | +2.1% |
| 3M | -2.6% | -19.1% | +16.5% | -2.1% |
| 6M | +7.6% | +0.9% | +6.6% | +0.5% |
| YTD | +59.6% | +128.2% | -68.6% | +25.4% |
| 1Y | +62.2% | +98.6% | -36.4% | +30.8% |
| 3Y | +49.6% | +188.2% | -138.6% | +4.5% |
| 5Y | +98.9% | +55.5% | +43.4% | +28.7% |
| All | +98.9% | +50.3% | +48.6% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling