+171.6%
OVV vs PNR
+549.5%
-377.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.9% |
| 7D | +0.3% | -2.4% | +2.6% | +1.6% |
| 30D | +11.7% | -12.8% | +24.5% | +20.3% |
| 3M | +9.8% | -17.0% | +26.8% | +19.0% |
| 6M | +26.6% | -37.4% | +64.0% | +59.0% |
| YTD | +67.0% | -41.6% | +108.6% | +117.0% |
| 1Y | +55.9% | -44.6% | +100.5% | +108.5% |
| 3Y | +45.5% | -12.1% | +57.6% | +43.7% |
| 5Y | +157.3% | -17.4% | +174.7% | +154.8% |
| 10Y | +65.0% | +64.0% | +1.0% | +16.5% |
| All | +171.6% | +549.5% | -377.8% | +13.4% |
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