+46.1%
WOLF vs PENG
+108.0%
-61.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +9.3% | +0.5% | +3.4% |
| 7D | +25.3% | -3.8% | +29.1% | +25.7% |
| 30D | -14.7% | -40.1% | +25.4% | +18.3% |
| 3M | -20.5% | -21.8% | +1.3% | -10.1% |
| 6M | -43.9% | +3.3% | -47.3% | -50.0% |
| YTD | +50.0% | +133.6% | -83.6% | -25.7% |
| All | +46.1% | +108.0% | -61.9% | -20.4% |
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