-34.6%
PTC vs WOLF
+60.4%
-95.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -5.5% |
| 7D | -12.8% | +9.8% | -22.6% | -12.7% |
| 30D | -9.8% | -12.1% | +2.4% | -9.8% |
| 3M | -2.1% | -47.9% | +45.8% | -2.5% |
| 6M | -18.1% | +74.3% | -92.4% | -21.7% |
| YTD | -23.5% | +65.9% | -89.4% | -26.9% |
| All | -34.6% | +60.4% | -95.1% | -37.1% |
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 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