-46.9%
PSKY vs WOLF
+51.6%
-98.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.5% | +0.2% | -5.2% |
| 7D | -6.8% | +2.4% | -9.2% | -6.9% |
| 30D | +10.2% | -6.9% | +17.1% | +10.4% |
| 3M | +0.3% | -44.1% | +44.4% | +1.5% |
| 6M | -7.8% | +53.6% | -61.4% | -11.0% |
| YTD | -23.0% | +56.7% | -79.7% | -25.8% |
| All | -46.9% | +51.6% | -98.4% | -47.9% |
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