+55.4%
OVV vs PPG
+26.3%
+29.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.6% |
| 7D | -2.9% | -5.1% | +2.2% | 0.0% |
| 30D | +0.9% | -9.6% | +10.4% | +6.7% |
| 3M | +11.0% | -6.4% | +17.5% | +12.9% |
| 6M | +22.3% | +0.5% | +21.8% | +15.3% |
| YTD | +65.1% | +4.4% | +60.6% | +50.3% |
| 1Y | +53.1% | -0.9% | +54.0% | +43.2% |
| 3Y | +46.7% | -17.0% | +63.7% | +50.2% |
| 5Y | +155.5% | -23.7% | +179.1% | +166.8% |
| All | +55.4% | +26.3% | +29.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling