+9.5%
DVN vs PPG
-17.4%
+26.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +4.5% | -6.2% | +10.8% | +5.3% |
| 30D | +12.0% | -7.9% | +19.9% | +13.0% |
| 3M | +13.4% | -10.2% | +23.6% | +14.4% |
| 6M | +12.1% | +2.7% | +9.4% | +7.9% |
| YTD | +38.8% | +4.9% | +33.9% | +31.5% |
| 1Y | +46.0% | -3.2% | +49.2% | +43.0% |
| 3Y | +9.5% | -17.0% | +26.5% | +3.0% |
| All | +9.5% | -17.4% | +26.9% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling