+46.0%
DVN vs PSA
+6.8%
+39.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.5% |
| 7D | +4.5% | -1.8% | +6.3% | +4.2% |
| 30D | +12.0% | -8.4% | +20.3% | +10.5% |
| 3M | +13.4% | -7.8% | +21.2% | +12.0% |
| 6M | +12.1% | +0.8% | +11.3% | +13.5% |
| YTD | +38.8% | +16.5% | +22.3% | +32.9% |
| 1Y | +46.0% | +4.7% | +41.3% | +40.2% |
| All | +46.0% | +6.8% | +39.2% | +40.2% |
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