-6.1%
PLTR vs WOLF
+37.9%
-44.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.3% | +4.2% | -1.4% |
| 7D | +4.7% | +4.4% | +0.4% | +4.2% |
| 30D | -16.4% | +1.0% | -17.4% | -16.7% |
| 3M | -6.2% | -21.2% | +15.0% | -5.1% |
| 6M | +29.2% | -60.3% | +89.5% | +33.8% |
| YTD | -5.5% | +42.6% | -48.1% | -16.2% |
| 1Y | -2.4% | +36.5% | -38.9% | -13.6% |
| All | -6.1% | +37.9% | -44.0% | -15.2% |
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