+3,973.2%
PG vs DVN
+1,216.8%
+2,756.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -0.8% | +4.5% | -5.3% | -1.1% |
| 30D | +0.8% | +12.0% | -11.1% | 0.0% |
| 3M | -1.3% | +13.4% | -14.7% | -2.3% |
| 6M | -3.8% | +12.1% | -15.9% | -4.9% |
| YTD | +3.6% | +38.8% | -35.2% | +0.8% |
| 1Y | -5.7% | +46.0% | -51.8% | -8.7% |
| 3Y | +1.6% | +9.5% | -7.9% | -0.5% |
| 5Y | +14.6% | +125.3% | -110.7% | +4.1% |
| 10Y | +121.2% | +66.6% | +54.6% | +92.3% |
| All | +3,973.2% | +1,216.8% | +2,756.4% | +3,067.3% |
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 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