-9.7%
PEG vs WOLF
+39.8%
-49.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.7% | +7.6% | -0.1% |
| 7D | -0.9% | -6.2% | +5.3% | -0.9% |
| 30D | -2.8% | -16.5% | +13.7% | -2.6% |
| 3M | -6.9% | -42.0% | +35.1% | -6.8% |
| 6M | -11.4% | +51.8% | -63.2% | -13.0% |
| YTD | -7.4% | +44.6% | -52.0% | -9.1% |
| All | -9.7% | +39.8% | -49.6% | -12.0% |
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