-21.4%
PFE vs DVN
+124.0%
-145.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | +2.7% | +8.0% | -5.3% | +2.1% |
| 3M | +10.0% | +11.9% | -1.9% | +8.9% |
| 6M | +7.2% | +10.6% | -3.5% | +5.9% |
| YTD | +17.3% | +35.4% | -18.0% | +13.9% |
| 1Y | +20.3% | +46.5% | -26.2% | +15.9% |
| 3Y | -1.6% | +3.0% | -4.6% | -4.4% |
| 5Y | -21.4% | +120.5% | -141.9% | -18.3% |
| All | -21.4% | +124.0% | -145.4% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling