-100.0%
DFNS vs PLUG
-85.0%
-15.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.7% | +13.5% | +12.7% |
| 7D | -13.0% | -6.8% | -6.1% | -12.9% |
| 30D | -56.9% | -16.0% | -40.8% | -56.8% |
| 3M | -93.2% | -38.7% | -54.5% | -93.2% |
| 6M | -95.4% | -61.4% | -34.1% | -95.4% |
| YTD | -99.5% | -31.0% | -68.5% | -99.5% |
| 1Y | -99.6% | -46.2% | -53.4% | -99.6% |
| 3Y | -100.0% | -61.5% | -38.5% | -100.0% |
| 5Y | -100.0% | -96.9% | -3.1% | -100.0% |
| All | -100.0% | -85.0% | -15.0% | -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