-18.4%
PLTD vs WOLF
+32.2%
-50.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +16.8% | -20.0% | -1.4% |
| 7D | +13.7% | +8.2% | +5.5% | +15.1% |
| 30D | +18.4% | -24.2% | +42.6% | +16.7% |
| 3M | -7.5% | -13.8% | +6.3% | -6.9% |
| 6M | -31.3% | -44.8% | +13.5% | -30.7% |
| YTD | -15.4% | +36.6% | -52.0% | -3.9% |
| 1Y | -18.4% | +27.6% | -46.0% | -7.5% |
| All | -18.4% | +32.2% | -50.6% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling