-42.2%
PLUG vs WOLF
+18.5%
-60.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +16.8% | -9.4% | +3.0% |
| 7D | +5.8% | +8.2% | -2.4% | +3.6% |
| 30D | -18.5% | -24.2% | +5.6% | -13.4% |
| 3M | -30.0% | -13.8% | -16.2% | -29.1% |
| 6M | -56.2% | -44.8% | -11.4% | -52.0% |
| YTD | -26.4% | +36.6% | -63.0% | -37.7% |
| 1Y | -42.2% | +27.6% | -69.8% | -52.0% |
| All | -42.2% | +18.5% | -60.7% | -52.0% |
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