+57.3%
DVN vs PWR
+1,844.4%
-1,787.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +1.1% |
| 7D | +10.4% | +11.3% | -0.9% | +4.1% |
| 30D | -6.7% | -8.9% | +2.2% | -3.8% |
| 3M | +5.6% | -10.5% | +16.1% | +8.9% |
| 6M | +0.7% | -22.2% | +22.8% | +8.9% |
| YTD | +29.6% | +42.7% | -13.2% | -6.4% |
| 1Y | +36.3% | +41.1% | -4.8% | -1.7% |
| 3Y | +13.2% | +242.7% | -229.6% | -61.3% |
| 5Y | +38.6% | +418.5% | -379.9% | -68.1% |
| All | +57.3% | +1,844.4% | -1,787.2% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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