+386.2%
DVN vs PRU
+806.6%
-420.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | +1.5% | +1.9% | -0.4% | +0.6% |
| 30D | +14.2% | +2.7% | +11.5% | +12.7% |
| 3M | +5.2% | +19.5% | -14.2% | -3.1% |
| 6M | +11.9% | +26.6% | -14.8% | -0.3% |
| YTD | +32.8% | +12.3% | +20.5% | +24.3% |
| 1Y | +38.6% | +18.0% | +20.5% | +26.6% |
| 3Y | +0.5% | +47.0% | -46.5% | -16.8% |
| 5Y | +111.0% | +48.4% | +62.6% | +74.5% |
| 10Y | +56.1% | +142.4% | -86.3% | +11.1% |
| All | +386.2% | +806.6% | -420.4% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling