+626.1%
DVN vs PAAS
+875.6%
-249.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | +10.4% | -8.9% | +19.3% | +12.1% |
| 30D | -6.7% | -11.4% | +4.7% | -5.1% |
| 3M | +5.6% | -20.4% | +26.1% | +9.0% |
| 6M | +0.7% | -40.7% | +41.4% | +8.4% |
| YTD | +29.6% | -26.9% | +56.5% | +31.7% |
| 1Y | +36.3% | -3.1% | +39.4% | +30.8% |
| 3Y | +13.2% | +199.3% | -186.1% | -15.6% |
| 5Y | +38.6% | +48.3% | -9.7% | +15.4% |
| 10Y | +60.9% | +197.6% | -136.7% | +7.4% |
| All | +626.1% | +875.6% | -249.4% | +319.9% |
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