+25.2%
WOLF vs PENG
+86.8%
-61.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.3% | -4.8% | -1.0% |
| 7D | +21.5% | +1.9% | +19.6% | +18.4% |
| 30D | -1.2% | -37.8% | +36.5% | +30.0% |
| 3M | -8.2% | -14.1% | +5.9% | -2.9% |
| 6M | -45.0% | +13.1% | -58.1% | -50.1% |
| YTD | +59.0% | +151.8% | -92.8% | +0.6% |
| 1Y | +59.1% | +136.0% | -76.9% | -1.1% |
| All | +25.2% | +86.8% | -61.5% | -26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling