+634.3%
PG vs OVV
+166.6%
+467.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +2.7% | +8.0% | -5.4% | +2.1% |
| 30D | +9.2% | -2.0% | +11.2% | +9.3% |
| 3M | +18.5% | +5.4% | +13.1% | +17.9% |
| 6M | +21.1% | +14.3% | +6.8% | +19.6% |
| YTD | +21.9% | +69.4% | -47.5% | +16.9% |
| 1Y | +18.1% | +72.4% | -54.3% | +13.1% |
| 3Y | +20.6% | +58.4% | -37.8% | +14.8% |
| 5Y | +31.8% | +106.1% | -74.3% | +20.1% |
| 10Y | +166.5% | +59.6% | +106.8% | +117.8% |
| All | +634.3% | +166.6% | +467.7% | +416.4% |
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