+39.0%
DVN vs PEG
-6.2%
+45.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.6% | -7.9% | -7.3% |
| 7D | -13.9% | +1.0% | -15.0% | -13.9% |
| 30D | -8.0% | +6.6% | -14.7% | -7.8% |
| 3M | +0.8% | -3.1% | +3.9% | +1.0% |
| 6M | -12.8% | -7.4% | -5.4% | -11.9% |
| YTD | +22.7% | -6.4% | +29.2% | +22.3% |
| 1Y | +39.0% | -7.4% | +46.4% | +40.0% |
| All | +39.0% | -6.2% | +45.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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