-100.0%
DFNS vs PLUG
-97.5%
-2.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -10.5% | +5.0% | -5.3% |
| 7D | -6.0% | -23.4% | +17.5% | -5.6% |
| 30D | -71.2% | -23.4% | -47.7% | -71.1% |
| 3M | -94.5% | -51.7% | -42.8% | -94.5% |
| 6M | -96.5% | -72.0% | -24.6% | -96.5% |
| YTD | -99.6% | -43.7% | -56.0% | -99.6% |
| 1Y | -99.7% | -55.4% | -44.3% | -99.7% |
| 3Y | -100.0% | -68.0% | -32.0% | -100.0% |
| All | -100.0% | -97.5% | -2.5% | -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 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