+143.9%
PM vs OVV
+34.1%
+109.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -5.2% | -16.7% | +11.4% | -5.0% |
| 30D | +2.7% | -1.5% | +4.2% | +2.7% |
| 3M | +5.2% | +1.6% | +3.7% | +5.2% |
| 6M | +17.0% | +2.0% | +15.0% | +16.9% |
| YTD | +25.5% | +56.8% | -31.3% | +24.4% |
| 1Y | +35.5% | +64.8% | -29.3% | +34.1% |
| 3Y | +143.9% | +38.3% | +105.6% | +140.2% |
| All | +143.9% | +34.1% | +109.8% | +140.2% |
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