+39.0%
DVN vs PPG
+38.5%
+0.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.0% | -12.3% | -5.2% |
| 7D | -13.9% | +7.5% | -21.4% | -11.0% |
| 30D | -8.0% | +20.9% | -28.9% | -0.4% |
| 3M | +0.8% | +8.7% | -7.9% | +5.2% |
| 6M | -12.8% | +23.8% | -36.6% | -5.7% |
| YTD | +22.7% | +26.5% | -3.8% | +30.8% |
| 1Y | +39.0% | +37.6% | +1.4% | +47.6% |
| All | +39.0% | +38.5% | +0.5% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling