+28.3%
WOLF vs PENG
+96.3%
-68.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.4% | -0.8% | +1.6% |
| 7D | +9.7% | +4.5% | +5.1% | +6.6% |
| 30D | +12.5% | -7.1% | +19.7% | +18.8% |
| 3M | -57.7% | -27.3% | -30.5% | -49.8% |
| 6M | +37.7% | +169.6% | -131.9% | -11.8% |
| YTD | +62.8% | +164.6% | -101.8% | +4.1% |
| All | +28.3% | +96.3% | -68.0% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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