+177.3%
PBF vs OVV
+57.1%
+120.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +4.2% |
| 7D | +2.4% | -3.7% | +6.1% | +5.9% |
| 30D | +24.9% | +8.0% | +16.9% | +16.2% |
| 3M | +81.9% | +11.3% | +70.6% | +64.0% |
| 6M | +79.4% | +24.0% | +55.4% | +49.4% |
| YTD | +188.3% | +65.3% | +123.0% | +84.9% |
| 1Y | +177.3% | +60.2% | +117.1% | +78.7% |
| All | +177.3% | +57.1% | +120.1% | +78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling