+1,171.8%
DVN vs PCG
+103.4%
+1,068.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.9% |
| 7D | +1.5% | -13.9% | +15.4% | +3.5% |
| 30D | +14.2% | -16.9% | +31.0% | +16.9% |
| 3M | +5.2% | -14.7% | +20.0% | +7.2% |
| 6M | +11.9% | -23.8% | +35.7% | +15.9% |
| YTD | +32.8% | -10.5% | +43.3% | +33.8% |
| 1Y | +38.6% | -5.1% | +43.7% | +38.1% |
| 3Y | +0.5% | -11.6% | +12.1% | +0.7% |
| 5Y | +111.0% | +59.0% | +52.0% | +91.3% |
| 10Y | +56.1% | -75.7% | +131.9% | +62.9% |
| All | +1,171.8% | +103.4% | +1,068.4% | +774.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling