+33.3%
DVN vs PRU
+43.3%
-10.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.7% |
| 7D | +1.9% | -2.8% | +4.7% | +3.5% |
| 30D | -8.2% | +8.5% | -16.7% | -13.2% |
| 3M | -0.3% | +1.7% | -2.1% | -2.3% |
| 6M | -2.5% | +24.8% | -27.3% | -16.2% |
| YTD | +25.0% | +13.3% | +11.8% | +13.0% |
| 1Y | +31.1% | +21.4% | +9.7% | +12.5% |
| 3Y | +8.7% | +54.8% | -46.1% | -23.5% |
| 5Y | +33.3% | +42.4% | -9.1% | -6.1% |
| All | +33.3% | +43.3% | -10.0% | -6.1% |
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 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