+38.6%
DVN vs PBF
+176.4%
-137.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | +1.5% | +4.3% | -2.8% | +0.5% |
| 30D | +14.2% | +22.0% | -7.8% | +8.3% |
| 3M | +5.2% | +74.5% | -69.3% | -10.4% |
| 6M | +11.9% | +67.7% | -55.8% | -4.3% |
| YTD | +32.8% | +179.2% | -146.4% | +0.2% |
| 1Y | +38.6% | +170.0% | -131.4% | +4.3% |
| All | +38.6% | +176.4% | -137.8% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling