+95.5%
PEP vs OVV
+58.9%
+36.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.5% | +2.2% |
| 7D | +2.9% | +8.0% | -5.1% | +2.5% |
| 30D | +12.5% | -2.0% | +14.5% | +12.6% |
| 3M | +4.5% | +5.4% | -0.9% | +4.2% |
| 6M | -0.5% | +14.3% | -14.8% | -1.3% |
| YTD | +4.4% | +69.4% | -65.0% | +1.5% |
| 1Y | +4.4% | +72.4% | -68.0% | +1.3% |
| 3Y | -3.4% | +58.4% | -61.8% | -6.6% |
| 5Y | +5.2% | +106.1% | -101.0% | -1.3% |
| All | +95.5% | +58.9% | +36.7% | +55.3% |
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 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