+62.5%
DVN vs PCAR
+361.0%
-298.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.6% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +8.0% | -6.9% | +14.9% | +13.4% |
| 3M | +11.9% | +2.1% | +9.8% | +8.1% |
| 6M | +10.6% | +1.6% | +9.0% | +5.2% |
| YTD | +35.4% | +12.2% | +23.1% | +18.4% |
| 1Y | +46.5% | +28.0% | +18.4% | +14.1% |
| 3Y | +3.0% | +61.0% | -58.0% | -37.3% |
| 5Y | +120.5% | +163.9% | -43.4% | -18.0% |
| 10Y | +62.5% | +367.9% | -305.5% | -63.2% |
| All | +62.5% | +361.0% | -298.5% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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