+12.4%
PL vs WOLF
+45.1%
-32.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +9.8% | +4.7% | +12.2% |
| 7D | +10.9% | +25.3% | -14.4% | +5.6% |
| 30D | -16.4% | -14.7% | -1.7% | -13.9% |
| 3M | -39.9% | -20.5% | -19.4% | -37.9% |
| 6M | -63.2% | -43.9% | -19.2% | -59.7% |
| YTD | -27.1% | +50.0% | -77.2% | -28.0% |
| 1Y | +12.2% | +45.5% | -33.3% | +9.7% |
| All | +12.4% | +45.1% | -32.8% | +11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling