+95.4%
OVV vs PNR
+0.4%
+95.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.5% | +3.2% |
| 7D | +1.2% | -3.7% | +5.0% | +2.4% |
| 30D | -2.5% | +33.1% | -35.7% | -12.2% |
| 3M | +0.5% | +3.7% | -3.2% | -1.3% |
| 6M | +8.5% | -7.7% | +16.2% | +9.8% |
| YTD | +64.5% | -32.4% | +96.9% | +88.3% |
| 1Y | +64.7% | -35.0% | +99.7% | +92.0% |
| 3Y | +54.1% | +17.1% | +37.1% | +34.4% |
| 5Y | +95.4% | +0.1% | +95.3% | +77.9% |
| All | +95.4% | +0.4% | +95.0% | +77.9% |
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