+171.6%
OVV vs PHM
+1,207.5%
-1,035.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -3.2% | +3.5% | +1.1% |
| 30D | +11.7% | -6.4% | +18.2% | +13.5% |
| 3M | +9.8% | +5.5% | +4.3% | +7.1% |
| 6M | +26.6% | -5.4% | +32.0% | +26.2% |
| YTD | +67.0% | +6.6% | +60.4% | +60.7% |
| 1Y | +55.9% | -8.8% | +64.8% | +56.1% |
| 3Y | +45.5% | +54.1% | -8.6% | +22.8% |
| 5Y | +157.3% | +144.5% | +12.9% | +86.3% |
| 10Y | +65.0% | +569.4% | -504.4% | -7.8% |
| All | +171.6% | +1,207.5% | -1,035.9% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling