+57.3%
DVN vs PTC
+312.5%
-255.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +10.4% | +0.5% | +9.9% | +10.1% |
| 30D | -6.7% | +1.2% | -7.9% | -7.1% |
| 3M | +5.6% | +27.4% | -21.8% | -7.4% |
| 6M | +0.7% | +39.2% | -38.5% | -16.3% |
| YTD | +29.6% | +12.5% | +17.1% | +17.5% |
| 1Y | +36.3% | +12.3% | +24.0% | +23.6% |
| 3Y | +13.2% | +28.8% | -15.7% | -7.9% |
| 5Y | +38.6% | +60.9% | -22.3% | -2.8% |
| All | +57.3% | +312.5% | -255.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling