+39.0%
DVN vs PRU
+27.9%
+11.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +6.6% | -13.9% | -5.8% |
| 7D | -13.9% | +9.8% | -23.7% | -12.1% |
| 30D | -8.0% | +11.6% | -19.6% | -6.0% |
| 3M | +0.8% | +3.7% | -2.9% | +2.3% |
| 6M | -12.8% | +33.0% | -45.7% | -8.5% |
| YTD | +22.7% | +16.6% | +6.1% | +30.1% |
| 1Y | +39.0% | +26.9% | +12.1% | +41.1% |
| All | +39.0% | +27.9% | +11.1% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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