+30.7%
WOLF vs PEGA
-39.2%
+69.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.0% | +1.4% |
| 7D | +9.8% | -2.4% | +12.2% | +9.5% |
| 30D | -12.1% | +9.6% | -21.8% | -11.1% |
| 3M | -47.9% | +2.3% | -50.2% | -46.6% |
| 6M | +74.3% | -23.9% | +98.2% | +78.9% |
| YTD | +65.9% | -39.8% | +105.6% | +76.7% |
| All | +30.7% | -39.2% | +69.9% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling