+36.5%
WOLF vs PENG
+130.4%
-93.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.5% | -0.9% | -2.6% |
| 7D | +4.4% | +13.2% | -8.8% | -4.3% |
| 30D | +1.0% | -29.9% | +30.9% | +25.6% |
| 3M | -21.2% | -22.2% | +1.0% | -10.8% |
| 6M | -60.3% | -1.9% | -58.5% | -63.6% |
| YTD | +42.6% | +142.1% | -99.5% | -33.1% |
| 1Y | +36.5% | +151.5% | -115.0% | -38.1% |
| All | +36.5% | +130.4% | -93.8% | -38.1% |
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