+420.4%
PBF vs OVV
+107.0%
+313.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | +6.5% | +8.0% | -1.6% | +0.7% |
| 30D | -20.0% | -2.0% | -18.0% | -19.1% |
| 3M | -3.3% | +5.4% | -8.8% | -7.7% |
| 6M | +76.8% | +14.3% | +62.5% | +59.2% |
| YTD | +168.9% | +69.4% | +99.5% | +85.3% |
| 1Y | +96.4% | +72.4% | +24.0% | +33.5% |
| 3Y | +77.2% | +58.4% | +18.8% | +26.0% |
| All | +420.4% | +107.0% | +313.5% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling