+118.6%
DVN vs PPG
-24.1%
+142.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +4.5% | -6.2% | +10.8% | +6.0% |
| 30D | +12.0% | -7.9% | +19.9% | +14.0% |
| 3M | +13.4% | -10.2% | +23.6% | +15.4% |
| 6M | +12.1% | +2.7% | +9.4% | +8.0% |
| YTD | +38.8% | +4.9% | +33.9% | +32.0% |
| 1Y | +46.0% | -3.2% | +49.2% | +42.8% |
| 3Y | +9.5% | -17.0% | +26.5% | +9.9% |
| All | +118.6% | -24.1% | +142.7% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling