+426.5%
PEP vs OVV
+162.8%
+263.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | +0.2% | +11.7% | -11.5% | -0.6% |
| 3M | -1.1% | +9.8% | -10.9% | -1.9% |
| 6M | -13.5% | +26.6% | -40.0% | -15.2% |
| YTD | -1.2% | +67.0% | -68.2% | -5.1% |
| 1Y | -1.6% | +55.9% | -57.5% | -5.1% |
| 3Y | -12.5% | +45.5% | -58.0% | -16.2% |
| 5Y | +3.0% | +157.3% | -154.3% | -7.9% |
| 10Y | +73.9% | +65.0% | +8.9% | +40.1% |
| All | +426.5% | +162.8% | +263.7% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling