+84.3%
PR vs WOLF
+57.5%
+26.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.6% | -7.2% | -1.5% |
| 7D | +2.9% | +9.7% | -6.8% | +3.1% |
| 30D | +18.0% | +12.5% | +5.5% | +18.3% |
| 3M | +16.9% | -57.7% | +74.6% | +16.4% |
| 6M | +28.2% | +37.7% | -9.5% | +27.1% |
| YTD | +69.3% | +62.8% | +6.5% | +67.2% |
| All | +84.3% | +57.5% | +26.8% | +83.1% |
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