-46.0%
PSKY vs WOLF
+39.8%
-85.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.7% | +9.3% | +1.8% |
| 7D | -6.0% | -6.2% | +0.2% | -5.8% |
| 30D | +10.7% | -16.5% | +27.2% | +11.2% |
| 3M | +1.2% | -42.0% | +43.2% | +2.2% |
| 6M | +1.5% | +51.8% | -50.3% | -1.8% |
| YTD | -21.8% | +44.6% | -66.3% | -24.4% |
| All | -46.0% | +39.8% | -85.9% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling