+1,223.7%
DVN vs PNC
+4,054.7%
-2,831.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.2% | +1.8% |
| 7D | +2.5% | -0.9% | +3.4% | +2.9% |
| 30D | +10.2% | -4.4% | +14.6% | +11.9% |
| 3M | +8.1% | +5.3% | +2.8% | +5.7% |
| 6M | +15.9% | +19.6% | -3.7% | +7.6% |
| YTD | +38.2% | +19.1% | +19.1% | +28.1% |
| 1Y | +44.5% | +24.3% | +20.2% | +31.6% |
| 3Y | +5.1% | +132.2% | -127.1% | -24.1% |
| 5Y | +124.3% | +52.3% | +72.0% | +87.8% |
| 10Y | +65.9% | +274.8% | -208.9% | +11.0% |
| All | +1,223.7% | +4,054.7% | -2,831.1% | +464.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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