-9.6%
PEG vs WOLF
+51.6%
-61.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | -1.3% |
| 7D | -0.1% | +2.4% | -2.4% | -0.1% |
| 30D | -1.7% | -6.9% | +5.2% | -1.7% |
| 3M | -6.8% | -44.1% | +37.3% | -6.5% |
| 6M | -11.4% | +53.6% | -65.0% | -12.9% |
| YTD | -7.2% | +56.7% | -63.9% | -9.0% |
| All | -9.6% | +51.6% | -61.1% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling