+16.1%
PLD vs WOLF
+47.3%
-31.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -1.1% |
| 7D | 0.0% | +30.2% | -30.2% | -0.2% |
| 30D | -3.7% | -7.2% | +3.5% | -3.7% |
| 3M | -7.9% | -16.4% | +8.5% | -7.9% |
| 6M | -9.2% | -50.7% | +41.4% | -8.7% |
| YTD | +3.1% | +52.3% | -49.2% | +0.5% |
| 1Y | +6.2% | +35.6% | -29.4% | +3.3% |
| All | +16.1% | +47.3% | -31.2% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling