+1,056.2%
DVN vs PCAR
+12,969.3%
-11,913.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -8.8% | +3.5% | -12.3% | -10.1% |
| 30D | -10.0% | -2.3% | -7.8% | -9.6% |
| 3M | -3.7% | -19.3% | +15.7% | +3.8% |
| 6M | -3.5% | -7.1% | +3.6% | -2.3% |
| YTD | +20.8% | -2.8% | +23.5% | +19.3% |
| 1Y | +31.2% | +9.3% | +22.0% | +23.9% |
| 3Y | +5.0% | +33.5% | -28.5% | -8.6% |
| 5Y | +29.9% | +112.6% | -82.7% | -5.1% |
| 10Y | +45.5% | +276.9% | -231.5% | -8.7% |
| All | +1,056.2% | +12,969.3% | -11,913.1% | +300.7% |
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