-39.6%
PINS vs WOLF
+60.4%
-100.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.1% | -1.3% |
| 7D | -5.2% | +9.8% | -15.0% | -5.2% |
| 30D | -14.9% | -12.1% | -2.8% | -14.9% |
| 3M | -8.4% | -47.9% | +39.5% | -8.6% |
| 6M | +0.6% | +74.3% | -73.6% | -4.3% |
| YTD | -22.2% | +65.9% | -88.1% | -26.0% |
| All | -39.6% | +60.4% | -100.0% | -41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling