+66.6%
DVN vs PH
+804.8%
-738.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.3% |
| 7D | +2.5% | -3.1% | +5.7% | +4.9% |
| 30D | +10.2% | -11.8% | +22.0% | +20.4% |
| 3M | +8.1% | +6.9% | +1.2% | +0.9% |
| 6M | +15.9% | -1.3% | +17.1% | +11.8% |
| YTD | +38.2% | +7.0% | +31.3% | +24.3% |
| 1Y | +44.5% | +23.1% | +21.4% | +14.9% |
| 3Y | +5.1% | +135.4% | -130.2% | -53.6% |
| 5Y | +124.3% | +250.3% | -126.0% | -33.2% |
| All | +66.6% | +804.8% | -738.2% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling