+67.3%
DVN vs PNR
+66.2%
+1.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +4.5% | -6.0% | +10.5% | +8.2% |
| 30D | +12.0% | -14.0% | +25.9% | +21.6% |
| 3M | +13.4% | -21.7% | +35.1% | +27.6% |
| 6M | +12.1% | -37.3% | +49.4% | +41.4% |
| YTD | +38.8% | -45.1% | +84.0% | +89.2% |
| 1Y | +46.0% | -49.1% | +95.2% | +108.9% |
| 3Y | +9.5% | -14.8% | +24.3% | +5.9% |
| 5Y | +125.3% | -21.0% | +146.3% | +123.6% |
| All | +67.3% | +66.2% | +1.1% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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