-77.6%
PCG vs OVV
+50.1%
-127.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -1.6% | -16.7% | +15.1% | +1.3% |
| 30D | +1.4% | -1.5% | +2.9% | +1.5% |
| 3M | -23.4% | +1.6% | -25.0% | -24.0% |
| 6M | -19.4% | +2.0% | -21.4% | -20.3% |
| YTD | -18.5% | +56.8% | -75.3% | -25.5% |
| 1Y | -19.5% | +64.8% | -84.4% | -27.2% |
| 3Y | -21.0% | +38.3% | -59.3% | -28.1% |
| 5Y | +13.7% | +84.9% | -71.1% | -5.4% |
| All | -77.6% | +50.1% | -127.7% | -87.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling