+90.1%
PEP vs OVV
+51.8%
+38.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.1% |
| 7D | +1.1% | +1.2% | -0.2% | +1.0% |
| 30D | +13.6% | -2.5% | +16.2% | +13.7% |
| 3M | +5.1% | +0.5% | +4.6% | +5.0% |
| 6M | -1.6% | +8.5% | -10.1% | -2.2% |
| YTD | +3.3% | +64.5% | -61.1% | +0.6% |
| 1Y | +3.2% | +64.7% | -61.4% | +0.4% |
| 3Y | -3.9% | +54.1% | -58.1% | -7.0% |
| 5Y | +4.0% | +95.4% | -91.4% | -2.1% |
| 10Y | +90.1% | +54.9% | +35.2% | +51.7% |
| All | +90.1% | +51.8% | +38.3% | +51.7% |
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