+13.9%
WOLF vs PFG
+43.6%
-29.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.8% | -8.6% | -7.8% |
| 7D | -6.2% | -3.0% | -3.2% | -5.9% |
| 30D | -16.5% | +2.5% | -19.0% | -16.9% |
| 3M | -42.0% | +6.1% | -48.1% | -43.0% |
| 6M | +51.8% | +31.3% | +20.5% | +31.0% |
| YTD | +44.6% | +33.6% | +11.0% | +25.6% |
| All | +13.9% | +43.6% | -29.7% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling