+18.2%
WOLF vs PEGA
-47.1%
+65.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.9% | +13.7% | +9.3% |
| 7D | +25.3% | -10.0% | +35.3% | +23.9% |
| 30D | -14.7% | -12.7% | -2.0% | -16.0% |
| 3M | -20.5% | -4.6% | -15.9% | -20.8% |
| 6M | -43.9% | -13.1% | -30.9% | -43.4% |
| YTD | +50.0% | -47.6% | +97.6% | +57.5% |
| 1Y | +45.5% | -47.0% | +92.5% | +52.8% |
| All | +18.2% | -47.1% | +65.3% | +25.6% |
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