+171.6%
OVV vs PPG
+652.1%
-480.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.4% | -2.7% |
| 7D | +0.3% | -1.5% | +1.7% | +1.1% |
| 30D | +11.7% | -5.0% | +16.7% | +14.8% |
| 3M | +9.8% | +1.1% | +8.7% | +6.5% |
| 6M | +26.6% | -3.2% | +29.7% | +22.6% |
| YTD | +67.0% | +11.9% | +55.2% | +46.6% |
| 1Y | +55.9% | +5.3% | +50.6% | +41.0% |
| 3Y | +45.5% | -15.0% | +60.5% | +47.4% |
| 5Y | +157.3% | -19.6% | +176.9% | +159.5% |
| 10Y | +65.0% | +27.0% | +38.0% | +27.6% |
| All | +171.6% | +652.1% | -480.4% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling