-100.0%
DFNS vs PPL
+47.9%
-147.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.6% | -11.7% | -12.7% |
| 7D | -44.0% | +0.4% | -44.4% | -43.7% |
| 30D | -69.1% | +5.4% | -74.6% | -67.6% |
| 3M | -95.6% | +4.3% | -99.9% | -95.4% |
| 6M | -96.2% | -1.3% | -94.8% | -96.1% |
| YTD | -99.6% | +4.7% | -104.3% | -99.6% |
| 1Y | -99.7% | +1.3% | -101.0% | -99.7% |
| 3Y | -100.0% | +57.2% | -157.2% | -100.0% |
| All | -100.0% | +47.9% | -147.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling