+69.5%
PR vs WOLF
+13.1%
+56.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -10.7% | +5.8% | -5.0% |
| 7D | -16.5% | -18.4% | +1.9% | -16.8% |
| 30D | -4.5% | -36.0% | +31.5% | -5.2% |
| 3M | +8.5% | -19.2% | +27.7% | +8.3% |
| 6M | -3.3% | -44.4% | +41.1% | -3.8% |
| YTD | +55.7% | +16.9% | +38.8% | +53.1% |
| 1Y | +82.0% | +0.5% | +81.5% | +79.7% |
| All | +69.5% | +13.1% | +56.4% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling