+1,681.1%
PLTR vs DFNS
-100.0%
+1,781.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +5.5% |
| 7D | -5.1% | -42.8% | +37.7% | -5.2% |
| 30D | -19.1% | -67.6% | +48.5% | -19.2% |
| 3M | -1.6% | -94.9% | +93.2% | -2.0% |
| 6M | +22.8% | -96.7% | +119.5% | +22.1% |
| YTD | -4.8% | -99.6% | +94.8% | -5.8% |
| 1Y | -4.9% | -99.7% | +94.8% | -6.0% |
| 3Y | +826.1% | -100.0% | +926.1% | +784.8% |
| 5Y | +597.7% | -100.0% | +697.7% | +710.3% |
| All | +1,681.1% | -100.0% | +1,781.0% | +2,827.2% |
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