+37.3%
PCAR vs OVV
+46.2%
-9.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.9% | -10.7% | +13.7% | +4.7% |
| 30D | -2.1% | -5.3% | +3.2% | -1.6% |
| 3M | -20.4% | +2.4% | -22.7% | -21.1% |
| 6M | -7.0% | +5.7% | -12.6% | -8.8% |
| YTD | -2.6% | +56.8% | -59.4% | -14.5% |
| 1Y | +9.8% | +59.3% | -49.5% | -4.2% |
| 3Y | +37.3% | +49.0% | -11.7% | +20.2% |
| All | +37.3% | +46.2% | -9.0% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling