+837.9%
PM vs DVN
-25.8%
+863.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | -0.3% |
| 7D | -2.4% | +7.8% | -10.2% | -3.5% |
| 30D | -1.3% | -7.9% | +6.6% | -0.2% |
| 3M | +6.5% | +3.7% | +2.8% | +5.6% |
| 6M | +7.0% | +0.2% | +6.8% | +6.4% |
| YTD | +25.8% | +28.6% | -2.8% | +19.9% |
| 1Y | +30.9% | +34.6% | -3.7% | +23.8% |
| 3Y | +148.0% | +11.8% | +136.1% | +136.7% |
| 5Y | +161.2% | +37.6% | +123.6% | +132.0% |
| 10Y | +261.5% | +59.7% | +201.8% | +169.7% |
| All | +837.9% | -25.8% | +863.8% | +597.7% |
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