-45.4%
PLUG vs WOLF
+47.3%
-92.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.2% | -4.6% | -7.9% |
| 7D | -8.1% | +30.2% | -38.4% | -13.6% |
| 30D | -20.5% | -7.2% | -13.3% | -19.8% |
| 3M | -45.9% | -16.4% | -29.5% | -44.8% |
| 6M | -65.2% | -50.7% | -14.5% | -62.0% |
| YTD | -37.1% | +52.3% | -89.3% | -43.3% |
| 1Y | -54.6% | +35.6% | -90.2% | -59.1% |
| All | -45.4% | +47.3% | -92.7% | -49.1% |
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