-0.3%
PG vs OVV
+52.7%
-52.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | -3.4% | -3.8% | +0.4% | -3.5% |
| 30D | -2.6% | +1.3% | -3.9% | -2.5% |
| 3M | -3.3% | +14.3% | -17.7% | -2.8% |
| 6M | -6.7% | +21.1% | -27.8% | -6.1% |
| YTD | +1.7% | +66.0% | -64.3% | +2.5% |
| 1Y | -7.9% | +59.3% | -67.2% | -7.2% |
| All | -0.3% | +52.7% | -52.9% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling