-36.5%
PDD vs WOLF
+32.2%
-68.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +16.8% | -17.9% | -1.7% |
| 7D | +5.6% | +8.2% | -2.6% | +5.2% |
| 30D | +5.8% | -24.2% | +29.9% | +6.8% |
| 3M | -8.6% | -13.8% | +5.2% | -8.8% |
| 6M | -18.8% | -44.8% | +25.9% | -18.0% |
| YTD | -26.8% | +36.6% | -63.4% | -31.6% |
| 1Y | -39.3% | +27.6% | -66.8% | -43.0% |
| All | -36.5% | +32.2% | -68.6% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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