+115.2%
PCAR vs OVV
+107.0%
+8.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +4.9% | +8.0% | -3.1% | +3.7% |
| 30D | -1.4% | -2.0% | +0.6% | -1.3% |
| 3M | -18.1% | +5.4% | -23.6% | -19.1% |
| 6M | -4.0% | +14.3% | -18.3% | -6.8% |
| YTD | -1.5% | +69.4% | -70.9% | -11.8% |
| 1Y | +13.2% | +72.4% | -59.2% | +0.9% |
| 3Y | +35.8% | +58.4% | -22.6% | +20.5% |
| All | +115.2% | +107.0% | +8.3% | +74.9% |
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