+1,140.6%
DVN vs PCG
+89.2%
+1,051.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | +10.4% | +2.2% | +8.2% | +9.9% |
| 30D | -6.7% | +0.8% | -7.5% | -6.9% |
| 3M | +5.6% | -23.8% | +29.4% | +9.6% |
| 6M | +0.7% | -19.6% | +20.3% | +3.3% |
| YTD | +29.6% | -16.7% | +46.3% | +31.9% |
| 1Y | +36.3% | -19.4% | +55.7% | +39.5% |
| 3Y | +13.2% | -18.3% | +31.5% | +14.7% |
| 5Y | +38.6% | +10.4% | +28.2% | +33.2% |
| 10Y | +60.9% | -76.1% | +137.0% | +67.7% |
| All | +1,140.6% | +89.2% | +1,051.4% | +761.1% |
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 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