+28.3%
WOLF vs PFG
+45.7%
-17.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.2% | +5.8% |
| 7D | +9.7% | +5.5% | +4.1% | +8.7% |
| 30D | +12.5% | +2.4% | +10.2% | +11.9% |
| 3M | -57.7% | +13.6% | -71.3% | -59.9% |
| 6M | +37.7% | +27.9% | +9.8% | +20.4% |
| YTD | +62.8% | +35.6% | +27.3% | +41.2% |
| All | +28.3% | +45.7% | -17.4% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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