+284.5%
PBF vs OVV
+50.1%
+234.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.2% |
| 7D | -13.8% | -16.7% | +2.9% | -4.4% |
| 30D | -19.6% | -1.5% | -18.1% | -19.0% |
| 3M | +10.3% | +1.6% | +8.7% | +8.7% |
| 6M | +63.4% | +2.0% | +61.4% | +60.9% |
| YTD | +152.6% | +56.8% | +95.8% | +97.1% |
| 1Y | +87.4% | +64.8% | +22.5% | +42.0% |
| 3Y | +63.3% | +38.3% | +25.0% | +36.2% |
| 5Y | +412.5% | +84.9% | +327.6% | +254.9% |
| All | +284.5% | +50.1% | +234.4% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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