+57.2%
OVV vs PFGC
+80.6%
-23.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.4% |
| 7D | +6.5% | +0.3% | +6.3% | +6.5% |
| 30D | -2.7% | +16.1% | -18.8% | -5.7% |
| 3M | +3.1% | +2.4% | +0.8% | +3.1% |
| 6M | +12.8% | +15.7% | -2.9% | +8.2% |
| YTD | +68.1% | +22.3% | +45.8% | +55.3% |
| 1Y | +73.6% | +13.9% | +59.8% | +66.2% |
| All | +57.2% | +80.6% | -23.4% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling