+42.5%
OVV vs PFGC
+360.0%
-317.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.7% |
| 7D | -10.7% | +10.8% | -21.6% | -15.2% |
| 30D | -5.3% | +17.8% | -23.1% | -12.5% |
| 3M | +2.4% | -2.7% | +5.1% | +2.1% |
| 6M | +5.7% | +20.0% | -14.4% | -4.4% |
| YTD | +56.8% | +24.3% | +32.5% | +36.9% |
| 1Y | +59.3% | +13.2% | +46.1% | +44.8% |
| 3Y | +49.0% | +85.9% | -36.9% | +7.4% |
| 5Y | +88.1% | +141.0% | -52.9% | +15.9% |
| 10Y | +42.5% | +370.6% | -328.1% | -9.7% |
| All | +42.5% | +360.0% | -317.4% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling