-36.8%
PTC vs WOLF
+51.6%
-88.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.5% | +2.3% | -3.4% |
| 7D | -13.6% | +2.4% | -15.9% | -13.5% |
| 30D | -14.7% | -6.9% | -7.8% | -14.7% |
| 3M | -5.9% | -44.1% | +38.2% | -6.4% |
| 6M | -21.1% | +53.6% | -74.7% | -24.5% |
| YTD | -26.0% | +56.7% | -82.7% | -29.3% |
| All | -36.8% | +51.6% | -88.3% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling