-76.4%
PCG vs OVV
+51.8%
-128.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.5% |
| 7D | -2.2% | +1.2% | -3.5% | -2.4% |
| 30D | -0.5% | -2.5% | +2.1% | -0.2% |
| 3M | -24.0% | +0.5% | -24.5% | -24.4% |
| 6M | -18.6% | +8.5% | -27.1% | -20.4% |
| YTD | -17.7% | +64.5% | -82.1% | -25.3% |
| 1Y | -20.0% | +64.7% | -84.7% | -27.6% |
| 3Y | -20.2% | +54.1% | -74.4% | -28.7% |
| 5Y | +8.4% | +95.4% | -87.1% | -10.6% |
| 10Y | -76.4% | +54.9% | -131.3% | -86.4% |
| All | -76.4% | +51.8% | -128.2% | -86.4% |
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