+42.5%
OVV vs PHM
+746.3%
-703.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.9% |
| 7D | -10.7% | +3.5% | -14.2% | -12.0% |
| 30D | -5.3% | +21.2% | -26.5% | -11.8% |
| 3M | +2.4% | +2.5% | -0.1% | +0.6% |
| 6M | +5.7% | +16.1% | -10.4% | -2.1% |
| YTD | +56.8% | +16.6% | +40.1% | +43.0% |
| 1Y | +59.3% | +14.4% | +44.8% | +46.1% |
| 3Y | +49.0% | +71.9% | -22.9% | +11.0% |
| 5Y | +88.1% | +174.3% | -86.2% | +9.1% |
| 10Y | +42.5% | +744.0% | -701.5% | -35.0% |
| All | +42.5% | +746.3% | -703.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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