+39.0%
DVN vs PSA
+28.0%
+11.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.8% | -10.2% | -6.7% |
| 7D | -13.9% | +10.5% | -24.5% | -12.1% |
| 30D | -8.0% | +21.7% | -29.7% | -4.5% |
| 3M | +0.8% | +6.1% | -5.3% | +2.1% |
| 6M | -12.8% | +18.3% | -31.1% | -9.6% |
| YTD | +22.7% | +36.1% | -13.3% | +20.8% |
| 1Y | +39.0% | +29.3% | +9.7% | +41.5% |
| All | +39.0% | +28.0% | +11.0% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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