+119.6%
DVN vs PRU
+45.5%
+74.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +2.0% |
| 7D | -1.3% | +1.9% | -3.2% | -2.6% |
| 30D | +12.6% | -0.4% | +13.0% | +12.6% |
| 3M | +8.1% | +16.4% | -8.3% | -2.5% |
| 6M | +10.2% | +26.0% | -15.9% | -6.7% |
| YTD | +33.8% | +9.9% | +23.9% | +23.5% |
| 1Y | +43.9% | +18.8% | +25.1% | +25.1% |
| 3Y | +1.7% | +45.4% | -43.6% | -25.9% |
| 5Y | +119.6% | +45.6% | +74.0% | +45.7% |
| All | +119.6% | +45.5% | +74.1% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling