+1.3%
PLD vs DFNS
-100.0%
+101.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.8% | -13.2% | -0.3% |
| 7D | +0.8% | -37.0% | +37.8% | +0.7% |
| 30D | +0.5% | -63.4% | +63.9% | +0.4% |
| 3M | -5.5% | -94.1% | +88.6% | -5.8% |
| 6M | -8.3% | -96.3% | +88.0% | -8.3% |
| YTD | +4.3% | -99.6% | +103.9% | +4.1% |
| 1Y | +7.4% | -99.7% | +107.1% | +7.1% |
| 3Y | +37.1% | -100.0% | +137.0% | +32.7% |
| 5Y | +1.3% | -100.0% | +101.3% | -1.2% |
| All | +1.3% | -100.0% | +101.3% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling