+118.6%
PFE vs OVV
+148.3%
-29.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.7% |
| 7D | -0.2% | -14.9% | +14.7% | +1.3% |
| 30D | +8.7% | -0.9% | +9.6% | +8.6% |
| 3M | +15.8% | +5.6% | +10.2% | +14.9% |
| 6M | +16.8% | -2.5% | +19.3% | +16.7% |
| YTD | +26.2% | +57.8% | -31.6% | +19.7% |
| 1Y | +29.9% | +70.1% | -40.1% | +22.2% |
| 3Y | +15.9% | +35.1% | -19.2% | +10.1% |
| 5Y | -20.6% | +86.1% | -106.7% | -29.3% |
| 10Y | +65.4% | +55.5% | +9.8% | +29.1% |
| All | +118.6% | +148.3% | -29.7% | +24.6% |
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