+154.5%
PBF vs WOLF
+60.4%
+94.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.4% |
| 7D | +2.4% | +9.8% | -7.4% | +2.9% |
| 30D | +24.9% | -12.1% | +37.0% | +24.0% |
| 3M | +81.9% | -47.9% | +129.8% | +71.8% |
| 6M | +79.4% | +74.3% | +5.1% | +88.0% |
| YTD | +188.3% | +65.9% | +122.4% | +202.0% |
| All | +154.5% | +60.4% | +94.1% | +166.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling