+57.4%
PLD vs DFNS
-100.0%
+157.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.7% | -12.8% | 0.0% |
| 7D | -1.0% | -13.0% | +12.0% | -1.0% |
| 30D | -1.8% | -56.9% | +55.0% | -1.9% |
| 3M | -6.0% | -93.2% | +87.2% | -6.3% |
| 6M | -8.4% | -95.4% | +87.1% | -8.3% |
| YTD | +4.2% | -99.5% | +103.7% | +4.0% |
| 1Y | +6.2% | -99.6% | +105.9% | +5.9% |
| 3Y | +37.0% | -100.0% | +136.9% | +32.7% |
| 5Y | +1.2% | -100.0% | +101.1% | -0.6% |
| All | +57.4% | -100.0% | +157.4% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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