+1,024.2%
DVN vs PCAR
+12,524.9%
-11,500.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.7% |
| 7D | -19.1% | +0.1% | -19.1% | -19.2% |
| 30D | -11.8% | -4.6% | -7.3% | -10.6% |
| 3M | -1.5% | -22.6% | +21.1% | +7.7% |
| 6M | -8.2% | -12.0% | +3.8% | -5.1% |
| YTD | +17.4% | -6.1% | +23.5% | +17.5% |
| 1Y | +33.5% | +6.3% | +27.2% | +27.3% |
| 3Y | -0.3% | +31.8% | -32.1% | -12.8% |
| 5Y | +22.7% | +104.2% | -81.5% | -9.0% |
| 10Y | +51.8% | +302.9% | -251.1% | -6.4% |
| All | +1,024.2% | +12,524.9% | -11,500.7% | +294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling