+253.6%
PH vs OVV
+160.2%
+93.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -3.1% | +0.3% | -3.3% | -3.2% |
| 30D | -3.2% | +11.7% | -15.0% | -5.9% |
| 3M | +10.6% | +9.8% | +0.8% | +7.5% |
| 6M | -2.1% | +26.6% | -28.7% | -9.3% |
| YTD | +10.2% | +67.0% | -56.8% | -5.8% |
| 1Y | +28.2% | +55.9% | -27.7% | +11.2% |
| 3Y | +134.9% | +45.5% | +89.4% | +102.2% |
| All | +253.6% | +160.2% | +93.5% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling