-42.1%
PLUG vs WOLF
-3.0%
-39.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.9% | +3.1% |
| 7D | +2.8% | -14.5% | +17.3% | +6.7% |
| 30D | -22.8% | -32.0% | +9.3% | -15.5% |
| 3M | -32.4% | -15.8% | -16.6% | -31.2% |
| 6M | -53.4% | -36.6% | -16.8% | -50.0% |
| YTD | -25.9% | +30.9% | -56.8% | -35.9% |
| 1Y | -42.1% | +4.1% | -46.1% | -49.4% |
| All | -42.1% | -3.0% | -39.0% | -49.4% |
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 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