+25.0%
PNC vs WOLF
+44.0%
-19.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.5% |
| 7D | -0.6% | -8.6% | +8.0% | -0.5% |
| 30D | -4.4% | -18.3% | +13.9% | -4.2% |
| 3M | +5.2% | -43.1% | +48.3% | +5.6% |
| 6M | +20.6% | +42.4% | -21.8% | +17.0% |
| YTD | +19.8% | +48.9% | -29.1% | +16.1% |
| All | +25.0% | +44.0% | -19.0% | +20.1% |
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