+15.5%
PLD vs DVN
+111.9%
-96.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.9% | -1.3% | +0.5% | -0.6% |
| 30D | -1.2% | +12.6% | -13.8% | -3.2% |
| 3M | -2.3% | +8.1% | -10.4% | -3.9% |
| 6M | +4.5% | +10.2% | -5.6% | +1.8% |
| YTD | +10.1% | +33.8% | -23.6% | +3.2% |
| 1Y | +25.9% | +43.9% | -18.0% | +16.0% |
| 3Y | +24.4% | +1.7% | +22.7% | +18.7% |
| 5Y | +15.5% | +119.6% | -104.2% | +6.8% |
| All | +15.5% | +111.9% | -96.5% | +6.8% |
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 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