+3,912.1%
PH vs OVV
+148.3%
+3,763.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.2% |
| 7D | -3.9% | -14.9% | +11.0% | +0.2% |
| 30D | -9.4% | -0.9% | -8.5% | -9.4% |
| 3M | -10.3% | +5.6% | -15.9% | -12.2% |
| 6M | +2.7% | -2.5% | +5.2% | +1.9% |
| YTD | +2.1% | +57.8% | -55.7% | -12.2% |
| 1Y | +16.2% | +70.1% | -53.8% | -2.4% |
| 3Y | +129.3% | +35.1% | +94.1% | +100.7% |
| 5Y | +191.7% | +86.1% | +105.7% | +119.4% |
| 10Y | +759.2% | +55.5% | +703.7% | +375.8% |
| All | +3,912.1% | +148.3% | +3,763.7% | +1,489.8% |
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