+1,171.8%
DVN vs PTC
+6,346.6%
-5,174.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -0.5% |
| 7D | +1.5% | -10.3% | +11.8% | +3.3% |
| 30D | +14.2% | +1.1% | +13.0% | +13.8% |
| 3M | +5.2% | +1.6% | +3.6% | +4.4% |
| 6M | +11.9% | -13.5% | +25.3% | +13.7% |
| YTD | +32.8% | -19.1% | +51.9% | +36.1% |
| 1Y | +38.6% | -33.9% | +72.5% | +46.6% |
| 3Y | +0.5% | -3.9% | +4.4% | -0.4% |
| 5Y | +111.0% | +6.0% | +105.0% | +104.7% |
| 10Y | +56.1% | +223.7% | -167.6% | +29.7% |
| All | +1,171.8% | +6,346.6% | -5,174.8% | +594.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling