+136.4%
PH vs OVV
+49.9%
+86.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | +2.1% | -7.3% | +9.4% | +3.9% |
| 30D | +0.3% | -3.6% | +3.8% | +0.8% |
| 3M | -8.8% | -2.6% | -6.2% | -8.8% |
| 6M | +10.0% | +7.6% | +2.5% | +6.4% |
| YTD | +10.5% | +59.6% | -49.1% | -8.8% |
| 1Y | +15.5% | +62.2% | -46.7% | -5.6% |
| 3Y | +136.4% | +49.6% | +86.7% | +97.0% |
| All | +136.4% | +49.9% | +86.4% | +97.0% |
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