-4.8%
PCOR vs WOLF
+18.5%
-23.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +16.8% | -17.2% | 0.0% |
| 7D | +22.7% | +8.2% | +14.5% | +23.0% |
| 30D | +37.5% | -24.2% | +61.6% | +36.6% |
| 3M | +35.2% | -13.8% | +49.0% | +34.8% |
| 6M | +42.2% | -44.8% | +87.0% | +39.2% |
| YTD | +3.6% | +36.6% | -33.1% | -2.1% |
| 1Y | -4.8% | +27.6% | -32.3% | -9.5% |
| All | -4.8% | +18.5% | -23.2% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling