+30.7%
WOLF vs PFG
+43.7%
-13.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | +9.8% | +6.0% | +3.8% | +8.7% |
| 30D | -12.1% | +2.2% | -14.4% | -12.5% |
| 3M | -47.9% | +10.4% | -58.3% | -50.0% |
| 6M | +74.3% | +27.8% | +46.5% | +51.8% |
| YTD | +65.9% | +33.6% | +32.2% | +44.0% |
| All | +30.7% | +43.7% | -13.0% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling