+1,223.7%
DVN vs PNR
+3,435.9%
-2,212.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.7% |
| 7D | +2.5% | -5.5% | +8.0% | +4.7% |
| 30D | +10.2% | -15.6% | +25.7% | +17.4% |
| 3M | +8.1% | -20.2% | +28.3% | +16.3% |
| 6M | +15.9% | -36.6% | +52.5% | +34.8% |
| YTD | +38.2% | -45.0% | +83.2% | +69.5% |
| 1Y | +44.5% | -47.4% | +91.9% | +80.2% |
| 3Y | +5.1% | -13.7% | +18.9% | +5.8% |
| 5Y | +124.3% | -20.8% | +145.1% | +128.3% |
| 10Y | +65.9% | +65.2% | +0.7% | +29.6% |
| All | +1,223.7% | +3,435.9% | -2,212.3% | +571.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling