+3,280.0%
PFE vs DVN
+1,159.9%
+2,120.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.2% | -1.1% |
| 7D | +1.8% | +1.5% | +0.3% | +1.6% |
| 30D | +10.2% | +14.2% | -4.0% | +8.4% |
| 3M | +12.7% | +5.2% | +7.4% | +11.7% |
| 6M | +10.5% | +11.9% | -1.3% | +8.4% |
| YTD | +20.2% | +32.8% | -12.7% | +15.2% |
| 1Y | +24.1% | +38.6% | -14.5% | +18.1% |
| 3Y | -3.6% | +0.5% | -4.1% | -5.7% |
| 5Y | -20.9% | +111.0% | -131.9% | -31.7% |
| 10Y | +35.8% | +56.1% | -20.3% | +10.4% |
| All | +3,280.0% | +1,159.9% | +2,120.0% | +2,132.0% |
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