-100.0%
DFNS vs PPL
+47.7%
-147.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +0.8% | -20.4% | -19.0% |
| 7D | -37.4% | +1.0% | -38.5% | -36.7% |
| 30D | -65.8% | +6.8% | -72.6% | -63.8% |
| 3M | -95.0% | +3.9% | -98.9% | -94.8% |
| 6M | -95.8% | -2.0% | -93.8% | -95.8% |
| YTD | -99.5% | +5.3% | -104.8% | -99.5% |
| 1Y | -99.7% | +2.2% | -101.9% | -99.7% |
| 3Y | -100.0% | +56.7% | -156.7% | -100.0% |
| 5Y | -100.0% | +49.1% | -149.0% | -100.0% |
| All | -100.0% | +47.7% | -147.6% | -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