+32.5%
PFE vs DVN
+68.5%
-36.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -4.0% | +2.5% | -6.5% | -4.2% |
| 30D | +3.9% | +10.2% | -6.3% | +2.9% |
| 3M | +9.9% | +8.1% | +1.8% | +9.0% |
| 6M | +5.3% | +15.9% | -10.6% | +3.5% |
| YTD | +16.8% | +38.2% | -21.5% | +12.7% |
| 1Y | +20.4% | +44.5% | -24.1% | +15.6% |
| 3Y | -2.1% | +5.1% | -7.2% | -4.3% |
| 5Y | -21.0% | +124.3% | -145.3% | -29.4% |
| All | +32.5% | +68.5% | -36.0% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling