-4.1%
PEP vs OVV
+49.9%
-54.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.2% |
| 7D | +4.6% | -7.3% | +11.9% | +4.7% |
| 30D | +14.0% | -3.6% | +17.6% | +14.0% |
| 3M | +5.4% | -2.6% | +8.0% | +5.3% |
| 6M | -5.1% | +7.6% | -12.7% | -5.3% |
| YTD | +3.1% | +59.6% | -56.5% | +1.8% |
| 1Y | +4.8% | +62.2% | -57.4% | +3.5% |
| 3Y | -4.1% | +49.6% | -53.7% | -7.1% |
| All | -4.1% | +49.9% | -54.1% | -7.1% |
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 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