+9.5%
DVN vs PFGC
+58.8%
-49.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +4.5% | -4.8% | +9.3% | +5.7% |
| 30D | +12.0% | -12.5% | +24.5% | +15.4% |
| 3M | +13.4% | -9.7% | +23.1% | +15.7% |
| 6M | +12.1% | +7.0% | +5.1% | +8.4% |
| YTD | +38.8% | +4.5% | +34.4% | +33.6% |
| 1Y | +46.0% | -11.6% | +57.6% | +51.5% |
| 3Y | +9.5% | +58.5% | -49.0% | -13.1% |
| All | +9.5% | +58.8% | -49.3% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling