+224.2%
DVN vs PBR
+1,916.3%
-1,692.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | 0.0% | +1.1% |
| 7D | +2.5% | +4.2% | -1.7% | +0.5% |
| 30D | +10.2% | +22.7% | -12.6% | -0.3% |
| 3M | +8.1% | +21.5% | -13.4% | -1.7% |
| 6M | +15.9% | +24.0% | -8.1% | +4.2% |
| YTD | +38.2% | +88.2% | -50.0% | +1.4% |
| 1Y | +44.5% | +74.8% | -30.3% | +9.6% |
| 3Y | +5.1% | +105.1% | -100.0% | -27.1% |
| 5Y | +124.3% | +572.2% | -447.9% | -15.5% |
| 10Y | +65.9% | +692.7% | -626.8% | -45.3% |
| All | +224.2% | +1,916.3% | -1,692.1% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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