+43.9%
DVN vs PENG
+106.3%
-62.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -1.3% | +7.8% | -9.1% | -1.2% |
| 30D | +12.6% | -12.2% | +24.8% | +12.5% |
| 3M | +8.1% | -20.6% | +28.8% | +8.3% |
| 6M | +10.2% | +180.9% | -170.8% | +8.5% |
| YTD | +33.8% | +162.3% | -128.5% | +32.5% |
| 1Y | +43.9% | +107.3% | -63.4% | +42.9% |
| All | +43.9% | +106.3% | -62.4% | +42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling