+111.0%
PBF vs WOLF
-3.0%
+114.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.3% | -6.6% |
| 7D | -0.9% | -14.5% | +13.6% | -1.7% |
| 30D | -13.7% | -32.0% | +18.3% | -15.2% |
| 3M | +10.6% | -15.8% | +26.4% | +10.4% |
| 6M | +61.2% | -36.6% | +97.8% | +58.2% |
| YTD | +172.7% | +30.9% | +141.8% | +186.6% |
| 1Y | +111.0% | +4.1% | +107.0% | +115.4% |
| All | +111.0% | -3.0% | +114.0% | +115.4% |
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