+160.1%
PM vs OVV
+104.2%
+56.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -2.0% | +0.9% |
| 7D | -7.1% | +1.2% | -8.3% | -7.1% |
| 30D | -2.8% | -2.5% | -0.3% | -2.7% |
| 3M | +6.3% | +0.5% | +5.9% | +6.3% |
| 6M | +9.6% | +8.5% | +1.2% | +9.1% |
| YTD | +25.6% | +64.5% | -38.9% | +22.2% |
| 1Y | +29.7% | +64.7% | -35.0% | +26.0% |
| 3Y | +147.6% | +54.1% | +93.4% | +139.0% |
| 5Y | +160.1% | +95.4% | +64.7% | +148.4% |
| All | +160.1% | +104.2% | +56.0% | +148.4% |
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