+58.4%
OVV vs PFGC
+283.5%
-225.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.3% | -2.2% | +2.5% | +1.2% |
| 30D | +11.7% | -11.9% | +23.7% | +17.7% |
| 3M | +9.8% | +5.0% | +4.8% | +6.7% |
| 6M | +26.6% | +8.6% | +18.0% | +19.8% |
| YTD | +67.0% | +9.7% | +57.3% | +55.9% |
| 1Y | +55.9% | -6.3% | +62.2% | +55.6% |
| 3Y | +45.5% | +58.2% | -12.7% | +13.8% |
| 5Y | +157.3% | +110.4% | +46.9% | +70.3% |
| All | +58.4% | +283.5% | -225.1% | +6.9% |
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