+2.8%
PEP vs WOLF
+60.4%
-57.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.6% |
| 7D | +0.1% | +9.8% | -9.7% | +0.3% |
| 30D | +0.7% | -12.1% | +12.8% | +0.4% |
| 3M | -0.5% | -47.9% | +47.4% | -1.0% |
| 6M | -11.3% | +74.3% | -85.6% | -11.6% |
| YTD | -0.6% | +65.9% | -66.5% | -0.8% |
| All | +2.8% | +60.4% | -57.7% | +2.6% |
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