-1.9%
PL vs WOLF
+32.2%
-34.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +16.8% | -6.5% | +6.6% |
| 7D | -6.8% | +8.2% | -15.1% | -8.5% |
| 30D | -29.3% | -24.2% | -5.1% | -25.4% |
| 3M | -44.8% | -13.8% | -31.0% | -43.8% |
| 6M | -68.4% | -44.8% | -23.6% | -64.9% |
| YTD | -36.4% | +36.6% | -73.0% | -35.8% |
| 1Y | +0.7% | +27.6% | -26.8% | +0.7% |
| All | -1.9% | +32.2% | -34.0% | -1.0% |
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