+167.5%
OVV vs PNR
+651.5%
-484.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.5% | +3.3% |
| 7D | +1.2% | -3.7% | +5.0% | +3.4% |
| 30D | -2.5% | +33.1% | -35.7% | -18.6% |
| 3M | +0.5% | +3.7% | -3.2% | -3.6% |
| 6M | +8.5% | -7.7% | +16.2% | +8.6% |
| YTD | +64.5% | -32.4% | +96.9% | +93.1% |
| 1Y | +64.7% | -35.0% | +99.7% | +97.6% |
| 3Y | +54.1% | +17.1% | +37.1% | +26.9% |
| 5Y | +95.4% | +0.1% | +95.3% | +70.3% |
| 10Y | +54.9% | +103.2% | -48.2% | -4.6% |
| All | +167.5% | +651.5% | -484.0% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling