+48.5%
PFE vs OVV
+57.6%
-9.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.2% |
| 7D | -2.1% | +6.5% | -8.6% | -2.5% |
| 30D | +3.1% | -2.7% | +5.8% | +3.2% |
| 3M | +11.2% | +3.1% | +8.0% | +10.8% |
| 6M | +15.0% | +12.8% | +2.2% | +13.9% |
| YTD | +23.5% | +68.1% | -44.6% | +19.0% |
| 1Y | +18.9% | +73.6% | -54.7% | +14.2% |
| 3Y | +18.7% | +57.6% | -38.9% | +13.8% |
| 5Y | -24.0% | +104.5% | -128.6% | -29.6% |
| All | +48.5% | +57.6% | -9.1% | +23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling