-13.9%
PLTD vs WOLF
+40.4%
-54.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +2.8% | +17.0% | -14.2% | +4.9% |
| 30D | +21.1% | -14.3% | +35.4% | +21.1% |
| 3M | -0.7% | -10.5% | +9.8% | +0.2% |
| 6M | -33.0% | -43.7% | +10.8% | -31.6% |
| YTD | -19.9% | +50.7% | -70.5% | -9.2% |
| 1Y | -13.9% | +46.7% | -60.6% | -1.0% |
| All | -13.9% | +40.4% | -54.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling