+155.0%
OVV vs PHM
+1,295.1%
-1,140.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.1% |
| 7D | -16.7% | +6.2% | -22.9% | -18.3% |
| 30D | -1.5% | +17.9% | -19.4% | -6.2% |
| 3M | +1.6% | +2.5% | -0.9% | +0.1% |
| 6M | +2.0% | +10.8% | -8.8% | -2.5% |
| YTD | +56.8% | +13.7% | +43.1% | +47.4% |
| 1Y | +64.8% | +12.4% | +52.5% | +55.3% |
| 3Y | +38.3% | +65.6% | -27.4% | +14.2% |
| 5Y | +84.9% | +175.3% | -90.5% | +28.9% |
| 10Y | +54.5% | +713.9% | -659.4% | -18.3% |
| All | +155.0% | +1,295.1% | -1,140.0% | -0.6% |
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