+9.2%
DVN vs PCG
-20.2%
+29.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.7% |
| 7D | +1.9% | -2.2% | +4.1% | +2.2% |
| 30D | -8.2% | -0.5% | -7.7% | -8.2% |
| 3M | -0.3% | -24.0% | +23.6% | +3.1% |
| 6M | -2.5% | -18.6% | +16.1% | -1.1% |
| YTD | +25.0% | -17.7% | +42.7% | +25.4% |
| 1Y | +31.1% | -20.0% | +51.1% | +32.4% |
| All | +9.2% | -20.2% | +29.4% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 3y: compounded portfolio wealth divided by compounded PCG 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…
3y analysis · Full analysis span regression · 6 months rolling