+91.3%
DVN vs PFGC
+409.4%
-318.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.5% |
| 7D | -1.3% | -2.4% | +1.1% | -0.3% |
| 30D | +12.6% | -15.8% | +28.4% | +20.7% |
| 3M | +8.1% | -0.6% | +8.7% | +7.7% |
| 6M | +10.2% | +10.7% | -0.5% | +3.6% |
| YTD | +33.8% | +7.6% | +26.1% | +26.0% |
| 1Y | +43.9% | -7.8% | +51.7% | +44.7% |
| 3Y | +1.7% | +63.7% | -62.0% | -21.4% |
| 5Y | +119.6% | +112.3% | +7.3% | +43.7% |
| 10Y | +53.7% | +286.7% | -233.0% | -23.2% |
| All | +91.3% | +409.4% | -318.1% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling