+155.0%
OVV vs PFG
+704.0%
-549.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.1% |
| 7D | -16.7% | -0.6% | -16.0% | -16.6% |
| 30D | -1.5% | +2.0% | -3.5% | -2.7% |
| 3M | +1.6% | -3.2% | +4.7% | +2.4% |
| 6M | +2.0% | +10.9% | -8.9% | -3.5% |
| YTD | +56.8% | +28.8% | +28.0% | +37.5% |
| 1Y | +64.8% | +39.2% | +25.7% | +39.5% |
| 3Y | +38.3% | +75.0% | -36.8% | +6.1% |
| 5Y | +84.9% | +91.9% | -7.1% | +37.0% |
| 10Y | +54.5% | +202.3% | -147.8% | +11.1% |
| All | +155.0% | +704.0% | -549.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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