-6.7%
PG vs WOLF
+67.6%
-74.3%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | -2.1% |
| 7D | -3.4% | +2.4% | -5.8% | -3.3% |
| 30D | -2.6% | -6.9% | +4.3% | -2.7% |
| 3M | -3.3% | -44.1% | +40.7% | -3.9% |
| 6M | -6.7% | +53.6% | -60.3% | -13.5% |
| All | -6.7% | +67.6% | -74.3% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling