+33.3%
DVN vs PCG
+7.2%
+26.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.8% |
| 7D | +1.9% | -2.2% | +4.1% | +2.5% |
| 30D | -8.2% | -0.5% | -7.7% | -8.1% |
| 3M | -0.3% | -24.0% | +23.6% | +6.3% |
| 6M | -2.5% | -18.6% | +16.1% | +0.9% |
| YTD | +25.0% | -17.7% | +42.7% | +27.9% |
| 1Y | +31.1% | -20.0% | +51.1% | +35.5% |
| 3Y | +8.7% | -20.2% | +29.0% | +9.2% |
| 5Y | +33.3% | +8.4% | +24.9% | +15.1% |
| All | +33.3% | +7.2% | +26.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling