+25.0%
PRU vs WOLF
+45.7%
-20.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +3.8% | +17.0% | -13.2% | +3.7% |
| 30D | +9.0% | -14.3% | +23.3% | +9.2% |
| 3M | +2.1% | -10.5% | +12.6% | +2.2% |
| 6M | +25.4% | -43.7% | +69.1% | +25.5% |
| YTD | +13.5% | +50.7% | -37.1% | +11.1% |
| 1Y | +21.3% | +46.7% | -25.4% | +18.5% |
| All | +25.0% | +45.7% | -20.7% | +20.8% |
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