+106.0%
OVV vs PFGC
+138.1%
-32.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +8.0% | +3.4% | +4.6% | +6.9% |
| 30D | -2.0% | +16.9% | -19.0% | -7.3% |
| 3M | +5.4% | +6.4% | -1.0% | +2.8% |
| 6M | +14.3% | +16.0% | -1.7% | +7.3% |
| YTD | +69.4% | +23.6% | +45.8% | +52.5% |
| 1Y | +72.4% | +16.6% | +55.8% | +59.0% |
| 3Y | +58.4% | +82.3% | -23.9% | +19.7% |
| All | +106.0% | +138.1% | -32.1% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling