+644.4%
DVN vs PAAS
+1,235.6%
-591.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.1% |
| 7D | +1.5% | -2.9% | +4.4% | +2.0% |
| 30D | +14.2% | +6.8% | +7.4% | +12.5% |
| 3M | +5.2% | -2.9% | +8.1% | +4.8% |
| 6M | +11.9% | -16.4% | +28.3% | +13.0% |
| YTD | +32.8% | 0.0% | +32.8% | +28.6% |
| 1Y | +38.6% | +54.3% | -15.7% | +22.5% |
| 3Y | +0.5% | +230.7% | -230.1% | -25.8% |
| 5Y | +111.0% | +111.6% | -0.6% | +65.7% |
| 10Y | +56.1% | +211.7% | -155.6% | +4.1% |
| All | +644.4% | +1,235.6% | -591.2% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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