+24.0%
PLD vs WOLF
+60.4%
-36.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.0% | +0.8% |
| 7D | -0.9% | +9.8% | -10.6% | -0.9% |
| 30D | -1.2% | -12.1% | +10.9% | -1.1% |
| 3M | -2.3% | -47.9% | +45.6% | -1.5% |
| 6M | +4.5% | +74.3% | -69.8% | +1.8% |
| YTD | +10.1% | +65.9% | -55.7% | +7.4% |
| All | +24.0% | +60.4% | -36.4% | +21.1% |
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