+64.6%
DVN vs PENG
+661.7%
-597.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.3% | -8.8% | -1.2% |
| 7D | -12.8% | -3.8% | -9.0% | -13.0% |
| 30D | -12.1% | -40.1% | +27.9% | -5.3% |
| 3M | -0.7% | -21.8% | +21.1% | +0.7% |
| 6M | -5.8% | +3.3% | -9.1% | -13.6% |
| YTD | +17.9% | +133.6% | -115.7% | -11.2% |
| 1Y | +29.0% | +110.7% | -81.7% | -1.0% |
| 3Y | +6.0% | +204.3% | -198.3% | -30.6% |
| 5Y | +22.1% | +54.4% | -32.2% | -13.8% |
| All | +64.6% | +661.7% | -597.1% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling