-0.3%
PPL vs WOLF
+32.2%
-32.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +16.8% | -17.4% | -0.4% |
| 7D | +0.4% | +8.2% | -7.8% | +0.5% |
| 30D | +5.4% | -24.2% | +29.6% | +5.4% |
| 3M | +4.3% | -13.8% | +18.0% | +4.3% |
| 6M | -1.3% | -44.8% | +43.4% | -1.4% |
| YTD | +4.7% | +36.6% | -32.0% | +5.0% |
| 1Y | +1.3% | +27.6% | -26.3% | +1.4% |
| All | -0.3% | +32.2% | -32.5% | -0.5% |
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