+119.6%
DVN vs PDD
-25.6%
+145.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.9% |
| 7D | -1.3% | -4.1% | +2.8% | -1.0% |
| 30D | +12.6% | -13.1% | +25.7% | +13.8% |
| 3M | +8.1% | -3.5% | +11.6% | +8.3% |
| 6M | +10.2% | -21.8% | +32.0% | +11.9% |
| YTD | +33.8% | -29.7% | +63.4% | +37.0% |
| 1Y | +43.9% | -36.2% | +80.1% | +48.5% |
| 3Y | +1.7% | -16.4% | +18.1% | +0.3% |
| 5Y | +119.6% | -23.8% | +143.4% | +133.7% |
| All | +119.6% | -25.6% | +145.2% | +133.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling