+117.9%
DVN vs PCOR
-10.3%
+128.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -19.1% | +22.7% | -41.8% | -21.9% |
| 30D | -11.8% | +37.5% | -49.3% | -16.6% |
| 3M | -1.5% | +35.2% | -36.6% | -6.9% |
| 6M | -8.2% | +42.2% | -50.4% | -14.5% |
| YTD | +17.4% | +3.6% | +13.9% | +14.8% |
| 1Y | +33.5% | -4.8% | +38.2% | +32.7% |
| 3Y | -0.3% | +48.3% | -48.7% | -10.7% |
| 5Y | +22.7% | -20.1% | +42.8% | +14.5% |
| All | +117.9% | -10.3% | +128.3% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling