-16.0%
PCG vs OVV
+75.2%
-91.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +0.6% |
| 7D | +1.9% | -12.1% | +14.0% | +1.4% |
| 30D | +8.5% | +2.9% | +5.6% | +8.5% |
| 3M | -22.9% | +3.7% | -26.6% | -23.1% |
| 6M | -16.8% | +0.6% | -17.4% | -16.8% |
| YTD | -15.8% | +62.5% | -78.2% | -23.4% |
| 1Y | -16.0% | +72.0% | -88.0% | -24.5% |
| All | -16.0% | +75.2% | -91.2% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling