+50.8%
OVV vs PHM
+540.0%
-489.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.2% |
| 7D | -3.7% | -2.5% | -1.2% | -2.9% |
| 30D | +8.0% | -9.7% | +17.6% | +11.6% |
| 3M | +11.3% | +2.2% | +9.0% | +8.7% |
| 6M | +24.0% | -5.7% | +29.7% | +23.5% |
| YTD | +65.3% | +2.8% | +62.5% | +58.6% |
| 1Y | +60.2% | -14.4% | +74.6% | +64.2% |
| 3Y | +46.9% | +52.2% | -5.3% | +14.3% |
| 5Y | +158.7% | +154.3% | +4.5% | +53.7% |
| 10Y | +50.8% | +545.9% | -495.0% | -28.0% |
| All | +50.8% | +540.0% | -489.2% | -28.0% |
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