+346.6%
PSX vs OVV
+50.1%
+296.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -13.1% | -16.7% | +3.5% | -7.3% |
| 30D | -9.5% | -1.5% | -8.0% | -9.0% |
| 3M | +20.2% | +1.6% | +18.6% | +19.4% |
| 6M | +44.9% | +2.0% | +42.9% | +43.3% |
| YTD | +94.4% | +56.8% | +37.6% | +64.7% |
| 1Y | +83.1% | +64.8% | +18.2% | +52.3% |
| 3Y | +132.2% | +38.3% | +93.9% | +102.0% |
| 5Y | +278.8% | +84.9% | +194.0% | +188.9% |
| All | +346.6% | +50.1% | +296.5% | +157.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling