-1.8%
PG vs WOLF
+57.5%
-59.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -6.0% | -0.2% |
| 7D | +1.9% | +9.7% | -7.8% | +2.0% |
| 30D | -0.2% | +12.5% | -12.8% | +0.1% |
| 3M | +4.8% | -57.7% | +62.5% | +3.8% |
| 6M | -6.1% | +37.7% | -43.8% | -6.6% |
| YTD | +4.5% | +62.8% | -58.4% | +4.5% |
| All | -1.8% | +57.5% | -59.3% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling