+117.4%
PM vs OVV
+160.2%
-42.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 3M | +5.2% | +9.8% | -4.6% | +4.6% |
| 6M | +3.7% | +26.6% | -22.8% | +2.3% |
| YTD | +15.8% | +67.0% | -51.3% | +12.4% |
| 1Y | +17.4% | +55.9% | -38.6% | +14.2% |
| 3Y | +116.9% | +45.5% | +71.4% | +110.0% |
| All | +117.4% | +160.2% | -42.8% | +90.0% |
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 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