-100.0%
DFNS vs PLUG
-84.0%
-16.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +7.4% | -19.6% | -12.3% |
| 7D | -44.0% | +5.8% | -49.9% | -44.0% |
| 30D | -69.1% | -18.5% | -50.6% | -69.1% |
| 3M | -95.6% | -30.0% | -65.7% | -95.6% |
| 6M | -96.2% | -56.2% | -40.0% | -96.2% |
| YTD | -99.6% | -26.4% | -73.2% | -99.6% |
| 1Y | -99.7% | -42.2% | -57.5% | -99.7% |
| 3Y | -100.0% | -76.8% | -23.1% | -100.0% |
| 5Y | -100.0% | -96.2% | -3.8% | -100.0% |
| All | -100.0% | -84.0% | -16.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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