+118.9%
DVN vs PCOR
-9.0%
+127.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.2% |
| 7D | -12.8% | +22.2% | -35.0% | -15.8% |
| 30D | -12.1% | +36.0% | -48.2% | -16.7% |
| 3M | -0.7% | +34.0% | -34.7% | -6.0% |
| 6M | -5.8% | +43.5% | -49.3% | -12.4% |
| YTD | +17.9% | +5.1% | +12.8% | +15.0% |
| 1Y | +29.0% | -3.9% | +33.0% | +28.2% |
| 3Y | +6.0% | +52.9% | -46.9% | -5.4% |
| 5Y | +22.1% | -18.7% | +40.8% | +13.7% |
| All | +118.9% | -9.0% | +127.9% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling