+39.0%
DVN vs PFGC
+12.5%
+26.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +13.5% | -20.9% | -3.5% |
| 7D | -13.9% | +13.9% | -27.8% | -10.2% |
| 30D | -8.0% | +18.4% | -26.4% | -3.2% |
| 3M | +0.8% | -2.5% | +3.3% | +2.6% |
| 6M | -12.8% | +26.0% | -38.8% | -6.1% |
| YTD | +22.7% | +21.9% | +0.9% | +28.6% |
| 1Y | +39.0% | +13.4% | +25.6% | +50.1% |
| All | +39.0% | +12.5% | +26.5% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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