+34.1%
PFE vs WOLF
+53.8%
-19.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | +0.4% |
| 7D | -3.0% | +21.5% | -24.4% | -2.8% |
| 30D | +5.2% | -1.2% | +6.5% | +5.3% |
| 3M | +12.2% | -8.2% | +20.4% | +12.3% |
| 6M | +17.8% | -45.0% | +62.8% | +17.8% |
| YTD | +26.2% | +59.0% | -32.8% | +24.1% |
| 1Y | +23.2% | +59.1% | -35.9% | +20.9% |
| All | +34.1% | +53.8% | -19.7% | +31.7% |
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