+46.5%
DVN vs PDD
-37.1%
+83.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.1% |
| 7D | -0.1% | -4.4% | +4.3% | -0.5% |
| 30D | +8.0% | -15.5% | +23.5% | +6.1% |
| 3M | +11.9% | -4.1% | +16.0% | +12.1% |
| 6M | +10.6% | -23.4% | +34.0% | +8.3% |
| YTD | +35.4% | -30.7% | +66.0% | +32.2% |
| 1Y | +46.5% | -37.6% | +84.1% | +44.8% |
| All | +46.5% | -37.1% | +83.6% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling