+852.8%
PM vs OVV
-53.8%
+906.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.8% | -4.3% |
| 7D | -3.4% | -14.9% | +11.5% | -1.8% |
| 30D | +5.8% | -0.9% | +6.8% | +5.9% |
| 3M | +6.7% | +5.6% | +1.1% | +5.9% |
| 6M | +19.9% | -2.5% | +22.4% | +19.8% |
| YTD | +27.8% | +57.8% | -30.0% | +21.1% |
| 1Y | +39.4% | +70.1% | -30.7% | +30.9% |
| 3Y | +146.9% | +35.1% | +111.7% | +133.6% |
| 5Y | +166.6% | +86.1% | +80.6% | +135.7% |
| 10Y | +242.1% | +55.5% | +186.5% | +156.5% |
| All | +852.8% | -53.8% | +906.6% | +630.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling