+272.5%
PM vs DVN
+61.6%
+210.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +0.5% | +10.4% | -9.8% | -0.6% |
| 30D | -3.2% | -6.7% | +3.5% | -2.6% |
| 3M | +6.2% | +5.6% | +0.6% | +5.3% |
| 6M | +7.7% | +0.7% | +7.0% | +7.2% |
| YTD | +27.3% | +29.6% | -2.3% | +22.7% |
| 1Y | +32.8% | +36.3% | -3.5% | +27.2% |
| 3Y | +150.0% | +13.2% | +136.9% | +141.4% |
| 5Y | +164.2% | +38.6% | +125.6% | +141.8% |
| All | +272.5% | +61.6% | +210.9% | +164.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling