+118.6%
DVN vs PEG
+36.3%
+82.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.5% | -0.9% | +5.4% | +4.8% |
| 30D | +12.0% | -3.7% | +15.7% | +13.4% |
| 3M | +13.4% | -7.3% | +20.7% | +16.4% |
| 6M | +12.1% | -10.5% | +22.6% | +16.2% |
| YTD | +38.8% | -7.5% | +46.3% | +41.7% |
| 1Y | +46.0% | -8.7% | +54.8% | +49.5% |
| 3Y | +9.5% | +31.4% | -21.9% | -4.6% |
| All | +118.6% | +36.3% | +82.3% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling