+21.3%
DVN vs PSLV
+109.5%
-88.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +4.5% | -3.5% | +8.0% | +5.2% |
| 30D | +12.0% | -2.1% | +14.1% | +12.3% |
| 3M | +13.4% | -1.6% | +15.0% | +13.1% |
| 6M | +12.1% | -25.5% | +37.6% | +17.1% |
| YTD | +38.8% | -11.4% | +50.2% | +33.7% |
| 1Y | +46.0% | +48.6% | -2.5% | +20.7% |
| 3Y | +9.5% | +166.9% | -157.4% | -24.3% |
| 5Y | +125.3% | +152.4% | -27.1% | +56.6% |
| 10Y | +66.6% | +187.8% | -121.2% | +8.6% |
| All | +21.3% | +109.5% | -88.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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