+1,747.8%
PLD vs DVN
+293.6%
+1,454.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | -2.4% | +1.5% | -3.9% | -2.8% |
| 30D | -2.4% | +14.2% | -16.6% | -5.8% |
| 3M | -3.8% | +5.2% | -9.0% | -5.5% |
| 6M | 0.0% | +11.9% | -11.9% | -4.1% |
| YTD | +9.2% | +32.8% | -23.6% | +0.1% |
| 1Y | +25.9% | +38.6% | -12.7% | +13.7% |
| 3Y | +21.3% | +0.5% | +20.8% | +16.5% |
| 5Y | +14.1% | +111.0% | -96.9% | -14.9% |
| 10Y | +237.9% | +56.1% | +181.7% | +122.5% |
| All | +1,747.8% | +293.6% | +1,454.2% | +1,093.1% |
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