+165.8%
PM vs OVV
+84.0%
+81.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -5.2% | -16.7% | +11.4% | -4.4% |
| 30D | +2.7% | -1.5% | +4.2% | +2.7% |
| 3M | +5.2% | +1.6% | +3.7% | +5.1% |
| 6M | +17.0% | +2.0% | +15.0% | +16.7% |
| YTD | +25.5% | +56.8% | -31.3% | +22.4% |
| 1Y | +35.5% | +64.8% | -29.3% | +31.7% |
| 3Y | +143.9% | +38.3% | +105.6% | +137.1% |
| All | +165.8% | +84.0% | +81.8% | +154.9% |
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 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