+56.0%
OVV vs PSLV
+142.8%
-86.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.3% |
| 7D | +8.0% | -6.3% | +14.3% | +9.5% |
| 30D | -2.0% | -12.7% | +10.6% | +0.6% |
| 3M | +5.4% | -24.7% | +30.2% | +11.7% |
| 6M | +14.3% | -44.6% | +58.9% | +29.5% |
| YTD | +69.4% | -33.3% | +102.7% | +70.6% |
| 1Y | +72.4% | -8.6% | +80.9% | +53.6% |
| 3Y | +58.4% | +108.2% | -49.8% | 0.0% |
| 5Y | +106.1% | +79.1% | +27.0% | +35.3% |
| All | +56.0% | +142.8% | -86.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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