-5.8%
PGR vs WOLF
+39.8%
-45.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.7% | +8.1% | -0.1% |
| 7D | -3.4% | -6.2% | +2.8% | -3.7% |
| 30D | +1.8% | -16.5% | +18.3% | +1.1% |
| 3M | +5.9% | -42.0% | +48.0% | +4.5% |
| 6M | +4.6% | +51.8% | -47.2% | +5.1% |
| YTD | +1.1% | +44.6% | -43.5% | +1.5% |
| All | -5.8% | +39.8% | -45.6% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling