+48.5%
PPL vs OVV
+84.0%
-35.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | +0.4% | -16.7% | +17.1% | +1.4% |
| 30D | +5.4% | -1.5% | +6.9% | +5.5% |
| 3M | +4.3% | +1.6% | +2.7% | +4.0% |
| 6M | -1.3% | +2.0% | -3.4% | -1.7% |
| YTD | +4.7% | +56.8% | -52.1% | +1.1% |
| 1Y | +1.3% | +64.8% | -63.6% | -2.6% |
| 3Y | +57.2% | +38.3% | +19.0% | +51.4% |
| All | +48.5% | +84.0% | -35.5% | +40.6% |
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