-47.8%
PNR vs WOLF
+44.0%
-91.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -0.4% |
| 7D | -6.0% | -8.6% | +2.5% | -5.8% |
| 30D | -14.0% | -18.3% | +4.3% | -13.5% |
| 3M | -21.7% | -43.1% | +21.4% | -20.3% |
| 6M | -37.3% | +42.4% | -79.7% | -40.8% |
| YTD | -45.1% | +48.9% | -94.0% | -48.4% |
| All | -47.8% | +44.0% | -91.8% | -51.0% |
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