+24.6%
PFE vs WOLF
+51.6%
-26.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | 0.0% |
| 7D | -4.3% | +2.4% | -6.6% | -4.3% |
| 30D | +2.7% | -6.9% | +9.6% | +2.7% |
| 3M | +10.0% | -44.1% | +54.1% | +10.1% |
| 6M | +7.2% | +53.6% | -46.4% | +5.6% |
| YTD | +17.3% | +56.7% | -39.4% | +15.3% |
| All | +24.6% | +51.6% | -26.9% | +22.3% |
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