+111.8%
DVN vs PCAR
+168.1%
-56.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.6% | -1.6% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +14.2% | -6.2% | +20.4% | +17.3% |
| 3M | +5.2% | +5.9% | -0.7% | +1.3% |
| 6M | +11.9% | +0.4% | +11.5% | +9.6% |
| YTD | +32.8% | +14.8% | +18.0% | +20.3% |
| 1Y | +38.6% | +30.1% | +8.5% | +16.1% |
| 3Y | +0.5% | +66.7% | -66.1% | -29.7% |
| All | +111.8% | +168.1% | -56.2% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling