+114.0%
PCAR vs OVV
+101.5%
+12.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.0% |
| 7D | +2.1% | +6.5% | -4.4% | +1.1% |
| 30D | -1.2% | -2.7% | +1.5% | -1.0% |
| 3M | -18.6% | +3.1% | -21.7% | -19.3% |
| 6M | -5.1% | +12.8% | -17.9% | -7.6% |
| YTD | -1.8% | +68.1% | -69.9% | -12.0% |
| 1Y | +10.6% | +73.6% | -63.0% | -1.6% |
| 3Y | +34.9% | +57.6% | -22.7% | +19.8% |
| 5Y | +114.0% | +104.5% | +9.4% | +74.1% |
| All | +114.0% | +101.5% | +12.5% | +74.1% |
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