-100.0%
DFNS vs PPL
+81.1%
-181.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.2% |
| 7D | -42.8% | -1.2% | -41.6% | -43.2% |
| 30D | -67.6% | +4.2% | -71.8% | -66.6% |
| 3M | -94.9% | +1.5% | -96.4% | -94.7% |
| 6M | -96.7% | +1.0% | -97.8% | -96.6% |
| YTD | -99.6% | +4.4% | -104.0% | -99.6% |
| 1Y | -99.7% | +0.8% | -100.5% | -99.7% |
| 3Y | -100.0% | +56.5% | -156.4% | -100.0% |
| 5Y | -100.0% | +47.7% | -147.6% | -100.0% |
| All | -100.0% | +81.1% | -181.1% | -100.0% |
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