+1,684.5%
PLTR vs DFNS
-99.9%
+1,784.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | -0.5% |
| 7D | 0.0% | +4.6% | -4.6% | 0.0% |
| 30D | -3.3% | -73.9% | +70.6% | -3.4% |
| 3M | +28.4% | -71.7% | +100.1% | +28.0% |
| 6M | +8.4% | -94.6% | +103.0% | +7.7% |
| YTD | -4.6% | -98.1% | +93.5% | -5.5% |
| 1Y | +4.4% | -98.3% | +102.7% | +3.5% |
| 3Y | +1,020.5% | -99.9% | +1,120.4% | +976.1% |
| 5Y | +548.8% | -99.9% | +648.7% | +658.9% |
| All | +1,684.5% | -99.9% | +1,784.4% | +2,838.1% |
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 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