-4.8%
PCG vs WOLF
+51.6%
-56.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.5% | +1.3% | -4.2% |
| 7D | +6.5% | +2.4% | +4.1% | +6.5% |
| 30D | -16.7% | -6.9% | -9.8% | -16.7% |
| 3M | -14.2% | -44.1% | +29.9% | -14.0% |
| 6M | -21.5% | +53.6% | -75.1% | -22.9% |
| YTD | -11.2% | +56.7% | -67.9% | -12.8% |
| All | -4.8% | +51.6% | -56.3% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling