+156.7%
OVV vs PTC
+1,310.1%
-1,153.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -14.9% | -0.1% | -14.8% | -14.9% |
| 30D | -0.9% | +0.8% | -1.8% | -1.2% |
| 3M | +5.6% | +39.6% | -34.0% | -6.5% |
| 6M | -2.5% | +41.5% | -44.0% | -14.9% |
| YTD | +57.8% | +11.7% | +46.1% | +47.0% |
| 1Y | +70.1% | +2.4% | +67.6% | +62.3% |
| 3Y | +35.1% | +31.9% | +3.2% | +18.0% |
| 5Y | +86.1% | +54.5% | +31.6% | +53.3% |
| 10Y | +55.5% | +342.1% | -286.5% | +0.9% |
| All | +156.7% | +1,310.1% | -1,153.5% | +27.3% |
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