+8.9%
PH vs WOLF
-46.2%
+55.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.2% |
| 7D | +7.4% | +30.2% | -22.8% | +4.9% |
| 30D | +0.5% | -7.2% | +7.7% | +0.4% |
| 3M | -10.2% | -16.4% | +6.2% | -10.1% |
| 6M | +8.9% | -50.7% | +59.6% | +10.6% |
| All | +8.9% | -46.2% | +55.1% | +10.6% |
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