+155.0%
OVV vs PTC
+1,313.6%
-1,158.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -16.7% | -0.2% | -16.4% | -16.6% |
| 30D | -1.5% | +0.8% | -2.3% | -1.7% |
| 3M | +1.6% | +32.1% | -30.5% | -8.5% |
| 6M | +2.0% | +42.6% | -40.6% | -11.2% |
| YTD | +56.8% | +12.0% | +44.8% | +46.0% |
| 1Y | +64.8% | +12.2% | +52.7% | +53.3% |
| 3Y | +38.3% | +31.2% | +7.0% | +20.9% |
| 5Y | +84.9% | +54.9% | +30.0% | +52.2% |
| 10Y | +54.5% | +343.1% | -288.6% | +0.2% |
| All | +155.0% | +1,313.6% | -1,158.5% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling