+124.3%
DVN vs PFGC
+105.5%
+18.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.5% | +2.5% |
| 7D | +2.5% | -4.8% | +7.4% | +3.9% |
| 30D | +10.2% | -17.2% | +27.4% | +15.9% |
| 3M | +8.1% | -6.3% | +14.4% | +9.6% |
| 6M | +15.9% | +8.8% | +7.0% | +11.4% |
| YTD | +38.2% | +4.9% | +33.3% | +33.3% |
| 1Y | +44.5% | -9.5% | +54.0% | +46.7% |
| 3Y | +5.1% | +59.6% | -54.4% | -12.6% |
| 5Y | +124.3% | +113.5% | +10.8% | +61.3% |
| All | +124.3% | +105.5% | +18.8% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling