+240.3%
PBF vs OVV
+46.5%
+193.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.8% | -7.1% | -6.3% |
| 7D | -15.3% | -7.3% | -8.0% | -11.5% |
| 30D | -21.8% | -3.6% | -18.2% | -20.4% |
| 3M | -0.2% | -2.6% | +2.4% | +0.7% |
| 6M | +63.6% | +7.6% | +56.0% | +56.3% |
| YTD | +147.5% | +59.6% | +87.9% | +91.2% |
| 1Y | +69.8% | +62.2% | +7.6% | +29.9% |
| 3Y | +65.3% | +49.6% | +15.7% | +32.1% |
| 5Y | +393.4% | +98.9% | +294.5% | +229.0% |
| 10Y | +240.3% | +45.1% | +195.2% | +64.3% |
| All | +240.3% | +46.5% | +193.8% | +64.3% |
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