+330.8%
PBF vs OVV
-15.0%
+345.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.5% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | +22.0% | +11.7% | +10.2% | +15.5% |
| 3M | +74.5% | +9.8% | +64.7% | +66.7% |
| 6M | +67.7% | +26.6% | +41.1% | +50.6% |
| YTD | +179.2% | +67.0% | +112.2% | +119.6% |
| 1Y | +170.0% | +55.9% | +114.1% | +119.6% |
| 3Y | +66.4% | +45.5% | +20.9% | +39.7% |
| 5Y | +764.5% | +157.3% | +607.1% | +460.7% |
| 10Y | +358.5% | +65.0% | +293.5% | +130.7% |
| All | +330.8% | -15.0% | +345.7% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling