-0.3%
DVN vs PENG
+184.4%
-184.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.4% | -13.9% | -2.4% |
| 7D | -19.1% | -19.4% | +0.4% | -18.0% |
| 30D | -11.8% | -42.4% | +30.5% | -9.1% |
| 3M | -1.5% | -25.6% | +24.2% | -0.5% |
| 6M | -8.2% | +7.3% | -15.5% | -12.8% |
| YTD | +17.4% | +113.9% | -96.4% | +0.5% |
| 1Y | +33.5% | +93.6% | -60.1% | +15.7% |
| 3Y | -0.3% | +170.2% | -170.5% | -22.8% |
| All | -0.3% | +184.4% | -184.7% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling