+155.5%
PBF vs WOLF
+39.8%
+115.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.7% | +8.5% | +0.3% |
| 7D | +2.3% | -6.2% | +8.5% | +2.0% |
| 30D | +11.6% | -16.5% | +28.0% | +10.5% |
| 3M | +81.7% | -42.0% | +123.8% | +73.7% |
| 6M | +96.4% | +51.8% | +44.6% | +104.3% |
| YTD | +189.5% | +44.6% | +144.9% | +201.0% |
| All | +155.5% | +39.8% | +115.7% | +165.3% |
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