-23.8%
PFE vs OVV
+107.0%
-130.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -1.7% | +8.0% | -9.7% | -2.0% |
| 30D | +0.3% | -2.0% | +2.4% | +0.4% |
| 3M | +9.4% | +5.4% | +3.9% | +9.0% |
| 6M | +14.9% | +14.3% | +0.6% | +14.0% |
| YTD | +23.8% | +69.4% | -45.6% | +20.1% |
| 1Y | +19.5% | +72.4% | -52.8% | +15.8% |
| 3Y | +21.0% | +58.4% | -37.3% | +16.8% |
| All | -23.8% | +107.0% | -130.7% | -17.1% |
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