+119.6%
PM vs OVV
+45.7%
+73.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.9% |
| 7D | -4.9% | +0.3% | -5.1% | -4.9% |
| 30D | -3.4% | +11.7% | -15.1% | -3.5% |
| 3M | +5.2% | +9.8% | -4.6% | +5.0% |
| 6M | +3.7% | +26.6% | -22.8% | +3.3% |
| YTD | +15.8% | +67.0% | -51.3% | +14.5% |
| 1Y | +17.4% | +55.9% | -38.6% | +16.1% |
| All | +119.6% | +45.7% | +73.9% | +114.9% |
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