+232.4%
PM vs OVV
+50.1%
+182.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -5.2% | -16.7% | +11.4% | -3.9% |
| 30D | +2.7% | -1.5% | +4.2% | +2.8% |
| 3M | +6.1% | +1.6% | +4.6% | +5.9% |
| 6M | +18.0% | +2.0% | +16.0% | +17.5% |
| YTD | +26.6% | +56.8% | -30.2% | +21.5% |
| 1Y | +36.7% | +64.8% | -28.2% | +30.6% |
| 3Y | +146.0% | +38.3% | +107.7% | +135.4% |
| 5Y | +164.1% | +84.9% | +79.2% | +140.4% |
| All | +232.4% | +50.1% | +182.3% | +143.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling