+29.1%
PH vs WOLF
+45.7%
-16.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +2.1% | +17.0% | -14.9% | +1.1% |
| 30D | +0.3% | -14.3% | +14.6% | +0.7% |
| 3M | -8.8% | -10.5% | +1.7% | -8.9% |
| 6M | +10.0% | -43.7% | +53.8% | +10.9% |
| YTD | +10.5% | +50.7% | -40.2% | +6.5% |
| 1Y | +15.5% | +46.7% | -31.2% | +11.3% |
| All | +29.1% | +45.7% | -16.6% | +24.3% |
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