+46.8%
OVV vs PENG
+762.7%
-715.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.4% | -8.2% | -3.1% |
| 7D | +0.3% | +4.5% | -4.3% | -0.8% |
| 30D | +11.7% | -7.1% | +18.8% | +12.7% |
| 3M | +9.8% | -27.3% | +37.1% | +12.6% |
| 6M | +26.6% | +169.6% | -143.0% | -6.9% |
| YTD | +67.0% | +164.6% | -97.6% | +22.4% |
| 1Y | +55.9% | +109.5% | -53.5% | +19.5% |
| 3Y | +45.5% | +98.9% | -53.4% | +1.2% |
| 5Y | +157.3% | +116.3% | +41.1% | +66.0% |
| All | +46.8% | +762.7% | -715.9% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling