-99.9%
DFNS vs PPL
+76.6%
-176.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -16.0% | +2.7% | -18.7% | -14.6% |
| 30D | -77.7% | +0.5% | -78.2% | -77.4% |
| 3M | -77.2% | +0.7% | -77.8% | -76.8% |
| 6M | -95.2% | -7.6% | -87.6% | -95.3% |
| YTD | -98.0% | +1.8% | -99.8% | -97.9% |
| 1Y | -98.3% | -0.8% | -97.5% | -98.2% |
| 3Y | -99.9% | +56.9% | -156.7% | -99.9% |
| 5Y | -99.9% | +39.5% | -139.4% | -99.8% |
| All | -99.9% | +76.6% | -176.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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