+1,052.2%
PLTR vs DFNS
-99.9%
+1,152.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.5% |
| 7D | -6.4% | -16.0% | +9.6% | -6.4% |
| 30D | +10.0% | -77.7% | +87.7% | +9.8% |
| 3M | +23.0% | -77.2% | +100.2% | +22.6% |
| 6M | +13.8% | -95.2% | +109.0% | +13.0% |
| YTD | -1.9% | -98.0% | +96.0% | -2.8% |
| 1Y | +11.6% | -98.3% | +109.9% | +10.7% |
| All | +1,052.2% | -99.9% | +1,152.1% | +1,018.4% |
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