+440.6%
PEP vs OVV
+146.7%
+293.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.9% |
| 7D | +2.9% | -16.7% | +19.6% | +4.2% |
| 30D | +14.2% | -1.5% | +15.7% | +14.3% |
| 3M | +3.2% | +1.6% | +1.6% | +2.9% |
| 6M | -7.4% | +2.0% | -9.5% | -7.8% |
| YTD | +1.5% | +56.8% | -55.3% | -2.2% |
| 1Y | +3.9% | +64.8% | -61.0% | -0.3% |
| 3Y | -5.5% | +38.3% | -43.8% | -9.2% |
| 5Y | +0.1% | +84.9% | -84.8% | -8.1% |
| 10Y | +82.1% | +54.5% | +27.6% | +47.6% |
| All | +440.6% | +146.7% | +293.9% | +222.7% |
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