-4.6%
PEP vs OVV
+35.0%
-39.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.2% |
| 7D | +6.7% | -14.9% | +21.6% | +6.8% |
| 30D | +13.5% | -0.9% | +14.5% | +13.4% |
| 3M | +3.9% | +5.6% | -1.6% | +3.8% |
| 6M | -6.0% | -2.5% | -3.5% | -6.0% |
| YTD | +2.5% | +57.8% | -55.4% | +1.2% |
| 1Y | +3.9% | +70.1% | -66.1% | +2.6% |
| All | -4.6% | +35.0% | -39.6% | -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