+763.1%
PM vs DVN
-23.4%
+786.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -4.9% | +1.5% | -6.4% | -5.1% |
| 30D | -3.4% | +14.2% | -17.6% | -5.4% |
| 3M | +5.2% | +5.2% | -0.1% | +4.1% |
| 6M | +3.7% | +11.9% | -8.2% | +1.4% |
| YTD | +15.8% | +32.8% | -17.1% | +10.1% |
| 1Y | +17.4% | +38.6% | -21.2% | +10.6% |
| 3Y | +116.9% | +0.5% | +116.4% | +110.9% |
| 5Y | +117.3% | +111.0% | +6.3% | +79.2% |
| 10Y | +193.8% | +56.1% | +137.6% | +120.3% |
| All | +763.1% | -23.4% | +786.5% | +540.3% |
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