+77.8%
PBF vs WOLF
+53.6%
+24.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.5% | +0.3% | +6.0% |
| 7D | -4.0% | +21.5% | -25.4% | -3.1% |
| 30D | -18.0% | -1.2% | -16.7% | -17.9% |
| 3M | +0.9% | -8.2% | +9.1% | +0.8% |
| 6M | +65.7% | -45.0% | +110.7% | +58.2% |
| YTD | +161.9% | +59.0% | +102.9% | +173.3% |
| 1Y | +77.8% | +59.1% | +18.7% | +88.0% |
| All | +77.8% | +53.6% | +24.2% | +88.0% |
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