+60.6%
PFE vs OVV
+50.1%
+10.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -3.7% | -16.7% | +13.0% | -2.6% |
| 30D | +5.0% | -1.5% | +6.5% | +5.0% |
| 3M | +12.2% | +1.6% | +10.6% | +11.9% |
| 6M | +14.6% | +2.0% | +12.5% | +14.2% |
| YTD | +24.1% | +56.8% | -32.7% | +20.0% |
| 1Y | +26.6% | +64.8% | -38.3% | +21.9% |
| 3Y | +14.3% | +38.3% | -24.0% | +10.4% |
| 5Y | -21.9% | +84.9% | -106.8% | -27.2% |
| All | +60.6% | +50.1% | +10.5% | +32.7% |
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 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