-20.2%
PFE vs OVV
+85.0%
-105.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | -10.7% | +6.0% | -4.2% |
| 30D | +3.4% | -5.3% | +8.7% | +3.5% |
| 3M | +9.2% | +2.4% | +6.8% | +9.0% |
| 6M | +15.8% | +5.7% | +10.2% | +15.3% |
| YTD | +23.4% | +56.8% | -33.3% | +20.1% |
| 1Y | +25.8% | +59.3% | -33.5% | +22.3% |
| 3Y | +17.8% | +49.0% | -31.1% | +14.1% |
| 5Y | -20.2% | +88.1% | -108.3% | -13.7% |
| All | -20.2% | +85.0% | -105.2% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling