+67.3%
DVN vs PFG
+251.1%
-183.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -0.4% |
| 7D | +4.5% | -0.4% | +5.0% | +4.9% |
| 30D | +12.0% | +2.9% | +9.1% | +8.7% |
| 3M | +13.4% | +6.7% | +6.7% | +6.2% |
| 6M | +12.1% | +33.8% | -21.7% | -13.9% |
| YTD | +38.8% | +35.0% | +3.9% | +5.0% |
| 1Y | +46.0% | +46.4% | -0.4% | +2.3% |
| 3Y | +9.5% | +71.7% | -62.2% | -34.5% |
| 5Y | +125.3% | +113.7% | +11.6% | +6.4% |
| All | +67.3% | +251.1% | -183.8% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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