+62.3%
OVV vs PTC
+224.0%
-161.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.0% | +4.3% | +1.3% |
| 7D | +0.3% | -10.3% | +10.5% | +5.8% |
| 30D | +11.7% | +1.1% | +10.6% | +10.6% |
| 3M | +9.8% | +1.6% | +8.2% | +6.8% |
| 6M | +26.6% | -13.5% | +40.0% | +33.0% |
| YTD | +67.0% | -19.1% | +86.1% | +80.4% |
| 1Y | +55.9% | -33.9% | +89.8% | +87.6% |
| 3Y | +45.5% | -3.9% | +49.4% | +35.5% |
| 5Y | +157.3% | +6.0% | +151.3% | +119.2% |
| All | +62.3% | +224.0% | -161.7% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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