-2.6%
PEP vs OVV
+61.5%
-64.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.7% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | -0.8% | +11.7% | -12.6% | -0.8% |
| 3M | -2.2% | +9.8% | -12.0% | -2.1% |
| 6M | -14.4% | +26.6% | -41.0% | -15.2% |
| YTD | -2.2% | +67.0% | -69.3% | -4.1% |
| 1Y | -2.6% | +55.9% | -58.5% | -4.1% |
| All | -2.6% | +61.5% | -64.1% | -4.1% |
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 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