+69.8%
PBF vs WOLF
-46.2%
+115.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.5% | +2.2% |
| 7D | +4.3% | +30.2% | -25.9% | +4.5% |
| 30D | -21.8% | -7.2% | -14.6% | -21.7% |
| 3M | +1.7% | -16.4% | +18.1% | +1.4% |
| 6M | +69.8% | -50.7% | +120.4% | +56.1% |
| All | +69.8% | -46.2% | +115.9% | +56.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling