+67.3%
DVN vs PBF
+374.8%
-307.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | +4.5% | +5.3% | -0.8% | +2.3% |
| 30D | +12.0% | +11.7% | +0.2% | +6.3% |
| 3M | +13.4% | +91.1% | -77.7% | -15.7% |
| 6M | +12.1% | +88.4% | -76.3% | -17.0% |
| YTD | +38.8% | +194.1% | -155.2% | -16.8% |
| 1Y | +46.0% | +180.4% | -134.4% | -12.5% |
| 3Y | +9.5% | +59.3% | -49.8% | -22.6% |
| 5Y | +125.3% | +816.3% | -691.0% | -32.5% |
| All | +67.3% | +374.8% | -307.6% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling