+23.8%
PLD vs DFNS
-99.9%
+123.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -2.4% | -16.0% | +13.6% | -2.4% |
| 30D | -2.4% | -77.7% | +75.3% | -2.6% |
| 3M | -3.8% | -77.2% | +73.4% | -3.6% |
| 6M | 0.0% | -95.2% | +95.2% | 0.0% |
| YTD | +9.2% | -98.0% | +107.2% | +9.1% |
| 1Y | +25.9% | -98.3% | +124.2% | +25.9% |
| All | +23.8% | -99.9% | +123.7% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling