+108.1%
PFE vs OVV
+162.8%
-54.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -1.1% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | +10.2% | +11.7% | -1.5% | +9.0% |
| 3M | +12.7% | +9.8% | +2.9% | +11.4% |
| 6M | +10.5% | +26.6% | -16.0% | +7.5% |
| YTD | +20.2% | +67.0% | -46.9% | +13.5% |
| 1Y | +24.1% | +55.9% | -31.9% | +17.8% |
| 3Y | -3.6% | +45.5% | -49.1% | -9.1% |
| 5Y | -20.9% | +157.3% | -178.2% | -32.0% |
| 10Y | +35.8% | +65.0% | -29.2% | +5.2% |
| All | +108.1% | +162.8% | -54.7% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling