+342.2%
DVN vs PFG
+999.6%
-657.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | -1.3% | +6.0% | -7.3% | -4.0% |
| 30D | +12.6% | +2.2% | +10.4% | +11.2% |
| 3M | +8.1% | +10.4% | -2.2% | +3.0% |
| 6M | +10.2% | +27.8% | -17.6% | -2.1% |
| YTD | +33.8% | +33.6% | +0.1% | +16.3% |
| 1Y | +43.9% | +49.3% | -5.4% | +18.8% |
| 3Y | +1.7% | +69.7% | -68.0% | -20.4% |
| 5Y | +119.6% | +111.3% | +8.3% | +56.5% |
| 10Y | +53.7% | +240.3% | -186.5% | -4.4% |
| All | +342.2% | +999.6% | -657.4% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling