+1,029.3%
DVN vs PPL
+2,151.9%
-1,122.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -12.8% | -1.2% | -11.6% | -12.3% |
| 30D | -12.1% | +4.2% | -16.4% | -13.9% |
| 3M | -0.7% | +1.5% | -2.2% | -1.8% |
| 6M | -5.8% | +1.0% | -6.8% | -7.0% |
| YTD | +17.9% | +4.4% | +13.6% | +14.2% |
| 1Y | +29.0% | +0.8% | +28.3% | +26.9% |
| 3Y | +6.0% | +56.5% | -50.5% | -16.8% |
| 5Y | +22.1% | +47.7% | -25.6% | -2.3% |
| 10Y | +40.5% | +64.4% | -23.9% | +5.1% |
| All | +1,029.3% | +2,151.9% | -1,122.6% | +374.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling