-18.6%
PCG vs OVV
+46.2%
-64.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.1% | -10.7% | +9.7% | -0.3% |
| 30D | +0.1% | -5.3% | +5.4% | +0.3% |
| 3M | -24.4% | +2.4% | -26.8% | -24.9% |
| 6M | -17.7% | +5.7% | -23.3% | -18.5% |
| YTD | -17.4% | +56.8% | -74.2% | -22.5% |
| 1Y | -19.4% | +59.3% | -78.6% | -24.5% |
| 3Y | -18.6% | +49.0% | -67.6% | -25.3% |
| All | -18.6% | +46.2% | -64.8% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling