+118.5%
PBF vs WOLF
+45.7%
+72.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.7% | -5.2% |
| 7D | -15.3% | +17.0% | -32.3% | -14.6% |
| 30D | -21.8% | -14.3% | -7.5% | -22.1% |
| 3M | -0.2% | -10.5% | +10.3% | -0.3% |
| 6M | +63.6% | -43.7% | +107.3% | +57.9% |
| YTD | +147.5% | +50.7% | +96.9% | +159.0% |
| 1Y | +69.8% | +46.7% | +23.1% | +78.2% |
| All | +118.5% | +45.7% | +72.8% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling