+158.7%
OVV vs PNR
-17.7%
+176.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.1% |
| 7D | -3.7% | -3.0% | -0.7% | -2.7% |
| 30D | +8.0% | -14.9% | +22.9% | +14.1% |
| 3M | +11.3% | -19.0% | +30.3% | +18.2% |
| 6M | +24.0% | -35.9% | +59.9% | +43.9% |
| YTD | +65.3% | -43.1% | +108.5% | +101.8% |
| 1Y | +60.2% | -46.4% | +106.6% | +100.8% |
| 3Y | +46.9% | -10.8% | +57.8% | +43.0% |
| 5Y | +158.7% | -18.9% | +177.6% | +158.8% |
| All | +158.7% | -17.7% | +176.5% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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