+153.6%
PBF vs WOLF
+51.6%
+102.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | -0.6% |
| 7D | +1.4% | +2.4% | -1.0% | +1.5% |
| 30D | +15.8% | -6.9% | +22.7% | +15.5% |
| 3M | +90.3% | -44.1% | +134.3% | +81.0% |
| 6M | +102.8% | +53.6% | +49.2% | +111.4% |
| YTD | +187.3% | +56.7% | +130.6% | +200.1% |
| All | +153.6% | +51.6% | +102.1% | +164.5% |
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 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