+1,551.2%
PBR vs OVV
+162.8%
+1,388.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.0% |
| 7D | +8.6% | +0.3% | +8.3% | +8.5% |
| 30D | +12.8% | +11.7% | +1.1% | +6.3% |
| 3M | +14.7% | +9.8% | +4.9% | +8.9% |
| 6M | +25.2% | +26.6% | -1.4% | +9.9% |
| YTD | +77.1% | +67.0% | +10.1% | +33.9% |
| 1Y | +69.6% | +55.9% | +13.6% | +31.9% |
| 3Y | +95.6% | +45.5% | +50.1% | +48.7% |
| 5Y | +501.8% | +157.3% | +344.4% | +190.5% |
| 10Y | +640.6% | +65.0% | +575.6% | +139.2% |
| All | +1,551.2% | +162.8% | +1,388.4% | +358.2% |
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