+75.3%
PEP vs WULF
+82.7%
-7.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -0.2% |
| 7D | -1.0% | +1.4% | -2.3% | -1.0% |
| 30D | -0.7% | -2.6% | +2.0% | -0.7% |
| 3M | -4.1% | -34.0% | +29.8% | -4.1% |
| 6M | -13.1% | +10.0% | -23.1% | -13.1% |
| YTD | -2.1% | +45.7% | -47.8% | -2.3% |
| 1Y | -1.7% | +57.3% | -59.0% | -1.9% |
| 3Y | -15.1% | +878.9% | -894.0% | -16.9% |
| 5Y | +3.1% | -28.3% | +31.4% | +1.2% |
| All | +75.3% | +82.7% | -7.4% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WULF 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling