+28.3%
WOLF vs PEGA
-36.6%
+64.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.5% |
| 7D | +9.7% | +3.3% | +6.4% | +10.0% |
| 30D | +12.5% | +17.7% | -5.2% | +14.6% |
| 3M | -57.7% | +5.8% | -63.5% | -56.5% |
| 6M | +37.7% | -20.3% | +57.9% | +42.0% |
| YTD | +62.8% | -37.1% | +100.0% | +74.3% |
| All | +28.3% | -36.6% | +64.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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