+17.3%
WOLF vs PFG
+45.1%
-27.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.8% |
| 7D | -8.6% | -0.4% | -8.1% | -8.5% |
| 30D | -18.3% | +2.9% | -21.1% | -18.7% |
| 3M | -43.1% | +6.7% | -49.8% | -44.0% |
| 6M | +42.4% | +33.8% | +8.6% | +22.5% |
| YTD | +48.9% | +35.0% | +13.9% | +29.1% |
| All | +17.3% | +45.1% | -27.8% | -0.3% |
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