-44.4%
PNR vs WOLF
+57.5%
-101.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | +0.1% |
| 7D | -2.4% | +9.7% | -12.0% | -2.7% |
| 30D | -12.8% | +12.5% | -25.3% | -13.3% |
| 3M | -17.0% | -57.7% | +40.7% | -14.1% |
| 6M | -37.4% | +37.7% | -75.1% | -40.8% |
| YTD | -41.6% | +62.8% | -104.4% | -45.3% |
| All | -44.4% | +57.5% | -101.9% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling