-6.0%
PEP vs OVV
-1.7%
-4.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | 0.0% |
| 7D | +6.7% | -14.9% | +21.6% | +5.7% |
| 30D | +13.5% | -0.9% | +14.5% | +13.1% |
| 3M | +3.9% | +5.6% | -1.6% | +4.5% |
| 6M | -6.0% | -2.5% | -3.5% | -6.5% |
| All | -6.0% | -1.7% | -4.3% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling