+7.6%
WOLF vs PENG
+58.6%
-51.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +12.4% | +4.5% | +9.1% |
| 7D | +8.2% | -19.4% | +27.7% | +21.4% |
| 30D | -24.2% | -42.4% | +18.2% | +4.4% |
| 3M | -13.8% | -25.6% | +11.9% | +0.5% |
| 6M | -44.8% | +7.3% | -52.1% | -47.6% |
| YTD | +36.6% | +113.9% | -77.2% | -4.1% |
| 1Y | +27.6% | +93.6% | -66.0% | -12.7% |
| All | +7.6% | +58.6% | -51.0% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling