-20.7%
PFE vs OVV
+160.2%
-180.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +10.2% | +11.7% | -1.5% | +9.6% |
| 3M | +12.7% | +9.8% | +2.9% | +12.1% |
| 6M | +10.5% | +26.6% | -16.0% | +8.9% |
| YTD | +20.2% | +67.0% | -46.9% | +16.5% |
| 1Y | +24.1% | +55.9% | -31.9% | +20.7% |
| 3Y | -3.6% | +45.5% | -49.1% | -6.8% |
| All | -20.7% | +160.2% | -180.9% | -18.3% |
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