+48.8%
PFE vs DVN
+61.6%
-12.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | -1.7% | +10.4% | -12.1% | -2.6% |
| 30D | +0.3% | -6.7% | +7.0% | +0.9% |
| 3M | +9.4% | +5.6% | +3.8% | +8.6% |
| 6M | +14.9% | +0.7% | +14.2% | +14.4% |
| YTD | +23.8% | +29.6% | -5.8% | +20.0% |
| 1Y | +19.5% | +36.3% | -16.8% | +15.3% |
| 3Y | +21.0% | +13.2% | +7.9% | +17.5% |
| 5Y | -23.9% | +38.6% | -62.5% | -28.6% |
| All | +48.8% | +61.6% | -12.8% | +23.8% |
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