-99.9%
DFNS vs PLUG
-91.8%
-8.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.3% | +0.6% |
| 7D | -16.0% | -0.9% | -15.1% | -16.0% |
| 30D | -77.7% | +3.3% | -81.0% | -77.7% |
| 3M | -77.2% | -39.7% | -37.5% | -77.3% |
| 6M | -95.2% | -12.5% | -82.7% | -95.2% |
| YTD | -98.0% | +10.2% | -108.1% | -97.9% |
| 1Y | -98.3% | +50.7% | -149.0% | -98.2% |
| 3Y | -99.9% | -74.5% | -25.4% | -99.9% |
| All | -99.9% | -91.8% | -8.0% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling