-47.6%
PNR vs WOLF
+39.8%
-87.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.7% | +6.4% | -1.1% |
| 7D | -5.5% | -6.2% | +0.7% | -5.3% |
| 30D | -15.6% | -16.5% | +0.9% | -15.2% |
| 3M | -20.2% | -42.0% | +21.8% | -18.9% |
| 6M | -36.6% | +51.8% | -88.4% | -40.3% |
| YTD | -45.0% | +44.6% | -89.6% | -48.2% |
| All | -47.6% | +39.8% | -87.5% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling