-76.5%
PCG vs OVV
+57.6%
-134.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -2.0% | +6.5% | -8.5% | -3.0% |
| 30D | -2.7% | -2.7% | 0.0% | -2.4% |
| 3M | -25.1% | +3.1% | -28.2% | -25.8% |
| 6M | -22.3% | +12.8% | -35.1% | -24.4% |
| YTD | -18.5% | +68.1% | -86.6% | -26.4% |
| 1Y | -21.8% | +73.6% | -95.5% | -29.8% |
| 3Y | -21.0% | +57.6% | -78.6% | -29.7% |
| 5Y | +8.1% | +104.5% | -96.5% | -11.6% |
| All | -76.5% | +57.6% | -134.1% | -86.6% |
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