+41.6%
DVN vs PBF
+317.1%
-275.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.6% |
| 7D | -1.3% | +2.4% | -3.7% | -2.3% |
| 30D | +12.6% | +24.9% | -12.3% | +2.5% |
| 3M | +8.1% | +81.9% | -73.7% | -16.8% |
| 6M | +10.2% | +79.4% | -69.2% | -16.1% |
| YTD | +33.8% | +188.3% | -154.5% | -17.2% |
| 1Y | +43.9% | +177.3% | -133.4% | -11.5% |
| 3Y | +1.7% | +56.0% | -54.3% | -26.1% |
| 5Y | +119.6% | +804.0% | -684.4% | -28.5% |
| 10Y | +53.7% | +334.1% | -280.4% | -47.6% |
| All | +41.6% | +317.1% | -275.5% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling