+31.9%
PFE vs WOLF
+32.2%
-0.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +16.8% | -18.5% | -1.5% |
| 7D | -3.7% | +8.2% | -11.9% | -3.6% |
| 30D | +5.0% | -24.2% | +29.1% | +4.9% |
| 3M | +12.2% | -13.8% | +25.9% | +12.1% |
| 6M | +14.6% | -44.8% | +59.4% | +14.3% |
| YTD | +24.1% | +36.6% | -12.5% | +21.9% |
| 1Y | +26.6% | +27.6% | -1.0% | +24.1% |
| All | +31.9% | +32.2% | -0.3% | +29.4% |
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