+1.3%
DVN vs PPL
+58.0%
-56.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +1.5% | +2.7% | -1.2% | +1.1% |
| 30D | +14.2% | +0.5% | +13.7% | +14.0% |
| 3M | +5.2% | +0.7% | +4.6% | +5.0% |
| 6M | +11.9% | -7.6% | +19.5% | +13.5% |
| YTD | +32.8% | +1.8% | +31.0% | +31.4% |
| 1Y | +38.6% | -0.8% | +39.3% | +37.9% |
| All | +1.3% | +58.0% | -56.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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