+9.8%
PCAR vs WOLF
+37.9%
-28.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.6% | +0.5% |
| 7D | +4.9% | +4.4% | +0.6% | +4.8% |
| 30D | -1.4% | +1.0% | -2.4% | -1.6% |
| 3M | -18.1% | -21.2% | +3.1% | -17.7% |
| 6M | -4.0% | -60.3% | +56.3% | -1.3% |
| YTD | -1.5% | +42.6% | -44.1% | -4.8% |
| 1Y | +13.2% | +36.5% | -23.3% | +9.0% |
| All | +9.8% | +37.9% | -28.1% | +5.7% |
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