+208.8%
PM vs DVN
+68.5%
+140.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.9% |
| 7D | +1.9% | +2.5% | -0.6% | +1.7% |
| 30D | +1.9% | +10.2% | -8.3% | +0.8% |
| 3M | +4.6% | +8.1% | -3.5% | +3.5% |
| 6M | +11.7% | +15.9% | -4.2% | +9.4% |
| YTD | +20.4% | +38.2% | -17.9% | +15.4% |
| 1Y | +19.0% | +44.5% | -25.5% | +13.4% |
| 3Y | +130.4% | +5.1% | +125.2% | +124.8% |
| 5Y | +131.5% | +124.3% | +7.1% | +98.9% |
| All | +208.8% | +68.5% | +140.3% | +117.6% |
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