+55.8%
PLD vs DFNS
-100.0%
+155.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.1% |
| 7D | +1.3% | -6.0% | +7.3% | +1.3% |
| 30D | -1.4% | -71.2% | +69.8% | -1.5% |
| 3M | -8.2% | -94.5% | +86.4% | -8.4% |
| 6M | -8.0% | -96.5% | +88.5% | -8.0% |
| YTD | +3.2% | -99.6% | +102.8% | +2.9% |
| 1Y | +7.0% | -99.7% | +106.7% | +6.7% |
| 3Y | +38.3% | -100.0% | +138.3% | +33.9% |
| 5Y | +0.2% | -100.0% | +100.2% | -1.6% |
| All | +55.8% | -100.0% | +155.7% | +55.6% |
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