-7.0%
PLD vs DFNS
-95.7%
+88.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -19.6% | +17.5% | -2.1% |
| 7D | +0.4% | -37.4% | +37.8% | +0.4% |
| 30D | -0.1% | -65.8% | +65.7% | -0.1% |
| 3M | -7.9% | -95.0% | +87.1% | -8.0% |
| 6M | -7.0% | -95.8% | +88.9% | -9.1% |
| All | -7.0% | -95.7% | +88.7% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling