+3,159.9%
PEP vs DVN
+1,159.9%
+2,000.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -1.4% | +1.5% | -2.9% | -1.5% |
| 30D | +0.2% | +14.2% | -14.0% | -1.0% |
| 3M | -1.1% | +5.2% | -6.4% | -1.7% |
| 6M | -13.5% | +11.9% | -25.4% | -14.6% |
| YTD | -1.2% | +32.8% | -34.0% | -4.1% |
| 1Y | -1.6% | +38.6% | -40.1% | -4.9% |
| 3Y | -12.5% | +0.5% | -13.0% | -13.9% |
| 5Y | +3.0% | +111.0% | -108.0% | -7.5% |
| 10Y | +73.9% | +56.1% | +17.8% | +47.8% |
| All | +3,159.9% | +1,159.9% | +2,000.0% | +2,022.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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